Exam MAS-II Practice Question 17
Study guide: Exam MAS-II
A logistic regression model for claim fraud is scored on a holdout set of eight claims:
| Claim | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |
|---|---|---|---|---|---|---|---|---|
| Predicted probability | 0.9 | 0.8 | 0.7 | 0.6 | 0.5 | 0.4 | 0.3 | 0.2 |
| Actually fraudulent | Yes | No | Yes | Yes | No | No | Yes | No |
Calculate the area under the receiver operating characteristic curve (AUROC).
- A) Less than 0.40
- B) At least 0.40, but less than 0.55
- C) At least 0.55, but less than 0.70
- D) At least 0.70, but less than 0.85
- E) At least 0.85
Answer this question and see the worked solution