c15 · E2

Derive: Judging a Model Honestly

c15.E2.1E2 · numeric

Eight rows have inputs and labels . A lookup rule answers with the label stored for an input when that input is in its table, and otherwise copies the label of the nearest input in the table, measured along the line. The gaps between consecutive inputs increase, so no tie ever occurs.

Take the rule as fitted on all eight rows, then evaluate it by leave-one-out: hold out one row, fit the rule on the other seven, and predict the held-out row. Derive the leave-one-out error rate. Explain why the training error of the same fitted rule is zero, and say what the comparison shows about the two sections.

c15.E2.2E2 · numeric

Five values are 2, 4, 4, 6 and 9, and the statistic is the maximum. A bootstrap resample draws five rows with replacement. Derive the probability that the resample maximum equals the observed maximum 9, and evaluate it to five decimal places. Then explain what the result says about using the bootstrap standard error of a maximum.

c15.E2.3E2 · numeric

Twenty independent tests are run, and every null hypothesis is true. Each test uses significance level . Derive the probability that at least one test rejects its null, and evaluate it to four decimal places. State the expected number of rejections and explain why the two answers describe different things.

Other tiers

E1 Practise · E3 Open

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