2 identical gaussians | Two different randomly samples Gaussian distributed data sets.
Both with Mean=0, SDev=1 |
2 gaussians different mean | Two different randomly samples Gaussian distributed data sets.
Both with different Mean, similar SDev |
2 gaussians, different SDev | Two different randomly samples Gaussian distributed data sets.
Both with similar Mean, different SDev |
2 different gaussians | Two different randomly samples Gaussian distributed data sets.
Both with different Mean and SDev |
Gaussian <=> Random | A Gaussian distributed data sets versus a random dataset. |
Random <=> Random | Two different random dataset. |
TP | True positives (Hits) |
FP | False positives (Class 1 error) |
FN | False negatives (Class 2 error) |
TN | True negatives (Correct rejection) |
|
SPC | Specificity = TN / (FP+TN) = True Negative Rate (TNR) = Selectivity |
SEN | Sensitivity = TP / (TP+FN) = True Positive Rate (TPR) = Recall = Hit rate |
PPV | Positive Predictive Value = TP / (TP+FP) = Precision |
NPV | Negative Predictive Value = TN / (TN+FN) |
PRE | Prevalence = (TP+FN)/(TP+FP+FN+TN) |
ACC | Accuracy = (TP+TN)/(TP+FP+FN+TN) = Random precision |
BA | Balance Accuracy = (TPR+TNR)/2 |
FPR | False Positive Rate = FP / (FP+TN) = fall out |
FNR | False Negative Rate = FN ( FN+TP) = Miss rate |
Gain | PPV / ACC |
MCC | Matthews Correlation Coefficient = ((TP*TN)-(FP*FN)) / sqrt((TP+FP)*(FN+TN)*(TP+FN)*(FP*TN)) = phi-Coefficient |
FDR | False Dicovery Rate = FP / (FP+TP) |
FOR | False Omission Rate = FN / (FN+TN) |
LR+ | Positive Likelihood ratio = TPR/FPR = Senistivity/FPR |
LR- | Negative Likelihood ratio = FNR/TNR = FNR/Specificity |
FS | F-Score = 2*TP / (TP+FP+TP+FN) = F1-Score or F Measure |
RR | Relative Risk = TP/(TP+FP) / FN/(FN+TN) |
DOP | difference between disproportion = | TP/(TP+FP) - FN/(FN+FP) |
PT | Prevalence Threshold = sqrt(FPR) / (sqrt(TPR)+sqrt(FPR)) |
TS | Threat Score = Critical Succes Index (CSI = TP / (TP+FN+FP) |
FM | Fowlkes-Mallows Index = sqrt(PPV*TPR) |
BM | Bookmarker Informdness = Informdness = TPR + TNR -1 |
MK | MArkness = DeltaP = PPS+NPV-1 |
Odds ratio | (TP/FP) / (FN/TN)' |
pDOF | Significance by Pearson''s Goodness-of-Fit Test' |
pFET | Significance by Fisher''s Exact test |
Yule's Q | Yule coefficient of association = (TP-TN) / (TP+TN) |
YuleS's Y | coefficient of colligation = = 1 - sqrt( 1-sqr(1-YulesQ)) / YulesQ |