Moments for binary outcome/prediction pairs from sensitivity/specificity

Moments for binary outcome/prediction pairs from sensitivity/specificity

Usage

binary_moments_from_sens_spec(p, sens, spec)

Arguments

p

Prevalence \(P(Y = 1)\).

sens

Classifier sensitivity \(P(\hat Y = 1 \mid Y = 1)\).

spec

Classifier specificity \(P(\hat Y = 0 \mid Y = 0)\).

Value

List with sigma_y2, sigma_f2, cov_y_f, and p_hat.