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anne · 2020年02月18日

问一道题:NO.PZ2020010301000009

问题如下:

Credit card companies rapidly assess transactions for fraud. In each day, a large card issuer assesses 10,000,000 transactions. Of these, 0.001% are fraudulent. If their algorithm identifies 90% of all fraudulent transactions but also 0.0001% of legitimate transactions, what is the probability that a transaction is fraudulent if it has been flagged?

选项:

A.

90%

B.

80%

C.

95%

D.

10%

解释:

We are interested in Pr(Fraud|Flag). This value is Pr(Fraud∪Flag)/Pr(Flag). The probability that a transaction is flagged is

.001% * 90% + 99.999% * 0.0001% = .000999%.

The Pr(Fraud∪Flag) = .001% * 90% = .0009.

Combining these values,

.0009 /.000999 = 90%.

This indicates that 10% of the flagged transactions are not actually fraudulent.

请问这题的答案解析是不是写错了,按照贝叶斯公式变形后,fraud和flag在分子应该为交集而不是并集吧?

1 个答案

品职答疑小助手雍 · 2020年02月18日

啊哈,算的时候是交集算的,但是符号确实写成并集了,我跟后台反馈下符号。