Scribd
Upload
1K views

Probability, AUC, and Excel Linest Function

The document provides instructions for using various Excel spreadsheets to analyze probability distributions and perform statistical calculations: - It asks the user to use an Excel Probability Functions Spreadsheet to calculate things like the skewness of a uniform distribution, the entropy of another uniform distribution, and the probability density function and cumulative distribution function values for a Gaussian distribution. - It also refers to an AUC Calculator Spreadsheet to demonstrate how the area under the ROC curve changes with different modification factors and thresholds. - Finally, it mentions an Excel Linest Function Spreadsheet to understand multivariate linear regression and how beta coefficients would be affected by adding or removing predictor variables.

Uploaded by

Wathek Al Zuaiby
Copyright
© © All Rights Reserved
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
1K views

Probability, AUC, and Excel Linest Function

The document provides instructions for using various Excel spreadsheets to analyze probability distributions and perform statistical calculations: - It asks the user to use an Excel Probability Functions Spreadsheet to calculate things like the skewness of a uniform distribution, the entropy of another uniform distribution, and the probability density function and cumulative distribution function values for a Gaussian distribution. - It also refers to an AUC Calculator Spreadsheet to demonstrate how the area under the ROC curve changes with different modification factors and thresholds. - Finally, it mentions an Excel Linest Function Spreadsheet to understand multivariate linear regression and how beta coefficients would be affected by adding or removing predictor variables.

Uploaded by

Wathek Al Zuaiby
Copyright
© © All Rights Reserved
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
You are on page 1/ 2

Keep the 125 outcomes in the Histogram Spreadsheet unchanged.

Change the bin ranges


so that bin 1 is [-3, -1), bin 2 is [-1,1) bin 3 is [1, 3).

Histograms Spreadsheet.xlsx
What is the approximate probability that a new outcome will fall within bin 1?

5% x
.4 x

Use the Excel Probability Functions Spreadsheet.

Excel_Probability_Functions.xlsx
Assume a continuous uniform probability distribution over the range [47, 51.5].

What is the skewness of the probability distribution?

0 r

Use the Excel Probability Functions Spreadsheet, provided in question #2.

Assume a continuous uniform probability distribution over the range [-12, 20]

What is the entropy of this distribution?

6 bits x
3 bits x

Use the Excel Probability Functions Spreadsheet that was previously provided.

Assume a Gaussian Probability function with mean = 3 and

standard deviation =4.

What is the value of f(x) at f(3.5)?

4.05 x
.352 x

Use the Excel Probability Functions Spreadsheet previously provided in this quiz.

Assume a Gaussian Probability Distribution with mean = 3 and standard deviation =


4.

What is the cumulative distribution at x = 7?

.960 x
.841 r

Use the AUC Calculator Spreadsheet.

AUC_Calculator and Review of AUC Curve.xlsx


If the modification factor in the original example given in the AUC Calculator
Spreadsheet is changed from -1 to -2, what is the change in the actual Area Under
the ROC Curve?

The area increases x


No change r

Use the AUC Calculator Spreadsheet provided in question #6.

If the modification factor in the original example given in the AUC Calculator
Spreadsheet is changed from -1 to -2, what is the threshold (row 10) that results
in the lowest cost per event?

1.3 x
.45 r

Refer to the AUC Calculator Spreadsheet previously provided.

Assume a binary classification model is trained on 200 ordered pairs of scores and
outcomes and has an AUC of .91 on this training set. The same model, on 5,000 new
scores and outcomes, has an AUC of .5.

Which statement is most likely to be correct?

The original model identified signal as noise and has no predictive value on new
data. r

Refer to the Excel Linest Function Spreadsheet.

Excel Linest Function.xlsx


If a multivariate linear regression gives a weight beta(1) of 0.4 on x(1) = age in
years, and a new input x(7) of age in months is added to the regression data,
which of the following statements is false?

Using Excel linest, and including x(1) and x(7) data, the new beta(7) on the age in
months will be 0. x
If the x(1) data are removed, the new beta(7) on the new x(7) data will be 0.4. r

Use the Excel Linest Function Spreadsheet that was provided in question #9.

What is the Correlation, R for the linear regression shown in the example?

.778 or - .778 r

You might also like