Deconfusion Matrix

This is an excerpt from my introduction to p-values. Different terms are used depending on whether you're discussing scientific hypothesis testing vs. medical tests vs. machine learning, but it's the same concepts underlying all fields.

Hint: Try setting the base rate very low, and observe how some numbers may not match your intuition.


     / (     +     ) False positive rate/alpha: %
     / (     +     ) True positive rate/sensitivity/statistical power/recall: %
     / (     +     ) False negative rate: %
     / (     +     ) True negative rate/Specificity: %
Prevalence/base rate: %



    : True positives. ()

    : False positives, a.k.a. type I errors. ()

    : True negatives. ()

    : False negatives, a.k.a. type II errors. ()

     +     : Overall chance that a result comes up positive. ()

     +     : Accuracy, the chance that a result is correct. ()

     / (     +     ): Positive predictive value a.k.a. "precision", the chance that a positive result is correct. ()

     / (     +     ): Negative predictive value, the chance that a negative result is correct. ()

     / (     +     ): False discovery rate, the chance that a positive result is wrong. ()

(     /     ) / (     /     ): Odds ratio. ()

(     / (     +     )) / (     / (     +     )): Relative risk. ()







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