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Probability,AUC,andExcelLinestFunction|Coursera

Probability, AUC, and Excel Linest

Function

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1.
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%
4%
Correct Response

The approximate probability is (1+4)/125.

5
.4

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points

2.
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?
49.25
0
2.17
1.69
Incorrect Response

That is the variance.

0/1
points

3.
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
4 bits
Incorrect Response

That would be log2(16).

3 bits
5 bits
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points

4.
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
.352
.099
Correct Response

This is Excel normdist(3.5, 3,4, false)

.550

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points

5.
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
Incorrect Response

Be sure and include the mean of 3.

.060
.841

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.841

Probability,AUC,andExcelLinestFunction|Coursera

1.00

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6.
Use the AUC Calculator Spreadsheet.

AUC_Calculator and Review of AUC Curve.xlsx

If the modication 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 decreases
No change
Correct Response

The spreadsheet estimate changes slightly --- from .64 [.6377] to

.64 [.6388] this change is due to the version with -1 using more
bins on the data, making it slightly more accurate.

The area increases

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points

7.
Use the AUC Calculator Spreadsheet provided in question #6.
If the modication 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?
.9
.45
Correct Response

Changing the scale does not change the minimum cost per event,

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Probability,AUC,andExcelLinestFunction|Coursera

Changing the scale does not change the minimum cost per event,
which remains $975. However, it will change the value of the
threshold above which all results are classied positive, from .9 to
.45.

1.3
3.5

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points

8.
Refer to the AUC Calculator Spreadsheet previously provided.
Assume a binary classication 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 identied signal as noise and has no
predictive value on new data.
The original model is expected to perform worse on test set
data and is functioning acceptably.
The model overt the training set data and will need to be
improved to work better on the new data.
Incorrect Response

The clue that something more serious than over-tting is going

on is that the models AUC of .5 on the much larger set of 5,000 is
no better than assigning binary classication purely at random.
Rather than overtting, it is more likely that the predictive model
has no value at all.

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points

9.

Refer to the Excel Linest Function Spreadsheet.

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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?
If the x(1) data are removed, the new beta(7) on the new x(7)
data will be 0.4.
Correct Response

This statement is false. Because the x(1) and x(7) data are
collinear, the model R^2 is unchanged, but because x(7) has 12
times the standard deviation of x(1), the correct coecient will be
1/12 as much, or .0333.

If the x(1) data are removed, the new beta(7) on the new x(7)
data will be .033
Using Excel linest, and including x(1) and x(7) data, the new
beta(7) on the age in months will be 0.

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points

10.
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
Correct Response

We know R is the square root of R^2 [Cell B42] but dont

immediately know whether the correlation is positive or negative.

.606
.367

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