Actuarial Notes

CAS Exam MAS-II Fall 2018, Question 40

Study guide: Exam MAS-II

You are given the following classification decision tree and data set:

i X_1 X_2 Y
1 12 Y T
2 23 N F
3 4 Y F
4 32 Y F
5 22 N T
6 30 Y T
7 18 N T

Determine the relationship between the classification error rate, the Gini index, and the cross-entropy, summed across all nodes.

  • A) cross-entropy > Gini index > classification error rate
  • B) cross-entropy > Gini index = classification error rate
  • C) classification error rate > Gini index > cross-entropy
  • D) Gini index > cross-entropy > classification error rate
  • E) The answer is not given by (A), (B), (C), or (D).

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