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	<title>知者无忧 &#187; 数学</title>
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		<title>嗑药越多越幸福吗？</title>
		<link>http://www.notii.com/2009/08/drugs-and-happiness.html</link>
		<comments>http://www.notii.com/2009/08/drugs-and-happiness.html#comments</comments>
		<pubDate>Tue, 11 Aug 2009 16:11:25 +0000</pubDate>
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				<category><![CDATA[统计学]]></category>
		<category><![CDATA[健康]]></category>

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		<description><![CDATA[将世界上滥用违禁药物的程度，和居民的幸福指数做个比较，我们会发现很大的重叠： 虽然我们看到有42%的相关，可是在没有其他信息的情况下，也不能说明标题中的结论。有时候统计学给给出迷惑人的数据，真正的含义解释还得靠人的脑子。 图表的原始数据链接在： http://www.informationisbeautiful.net/2009/can-drugs-make-you-happy/ 的文末。]]></description>
			<content:encoded><![CDATA[<p><span style="font-size: small;">将世界上滥用违禁<u style=display:none>莫道不消魂</u>药物的程度，和居民的幸福指数做个比较，我们会发现很大的重叠：</span></p>
<div class="wp-caption alignleft" style="width: 560px"><span style="font-size: small;"><img title="嗑药与幸福程度的关系图" src="http://infobeautiful.s3.amazonaws.com/drugshappy_550.gif" alt="嗑药与幸福程度的关系图" width="550" height="1865"></span><p class="wp-caption-text">嗑药与幸福程度的关系图</p></div>
<p><span style="font-size: small;">虽然我们看到有42%的相关，可是在没有其他信息的情况下，也不能说明标题中的结论。有时候统计学给给出迷惑人的数据，真正的含义解释还得靠人的脑子。</span></p>
<p><span style="font-size: small;">图表的原始数据链接在：</span></p>
<p><span style="font-size: small;">http://www.informationisbeautiful.net/2009/can-drugs-make-you-happy/</span></p>
<p><span style="font-size: small;">的文末。</span></p>
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		<title>灵敏性与特异性</title>
		<link>http://www.notii.com/2009/06/sensitivity_specificity.html</link>
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		<pubDate>Tue, 02 Jun 2009 13:07:48 +0000</pubDate>
		<dc:creator></dc:creator>
				<category><![CDATA[统计学]]></category>
		<category><![CDATA[统计]]></category>

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		<description><![CDATA[在科学研究中，我们常常听到人们谈到两个相关的概念——灵敏性（sensitivity, Se）和特异性（specificity, Sp）。许多学生大概知道它们是用来衡量分类结果好坏的指标，但是对它们的定义和确切含义不很清楚。下面我通过一个简单的例子帮助大家把它们轻松搞定。

假如我们有一个由25个男性和75个女性组成的人群，其中有些人由于自然长相或打扮化妆等原因使得其性别判断不太容易，特别是对于一个只有3岁的小孩子Jack来说。Jack正确地识别出25个男性中的20个，但是他也把10个女性误判为男性，那么他在性别判断方面的能力该如何评估呢？Se、Sp就是评估Jack这一能力的两个指标。]]></description>
			<content:encoded><![CDATA[<div class="Section1">
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: small;"><span style="font-family: 'Times New Roman';">在科学研究中，我们常常听到人们谈到两个相关的概念——灵敏性（</span><span style="font-family: 'Times New Roman';">sensitivity, Se</span><span style="font-family: 'Times New Roman';">）和特异性（</span><span style="font-family: 'Times New Roman';">specificity, Sp</span><span style="font-family: 'Times New Roman';">）。许多学生大概知道它们是用来衡量</span><span style="font-family: 'Times New Roman';">分类结果</span><span style="font-family: 'Times New Roman';">好坏的指标，但是对它们的定义和确切含义不很清楚。下面我通过一个简单的例子帮助大家把它们轻松搞定。</span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: small;"><span style="font-family: 'Times New Roman';">假如我们有一个由</span><span style="font-family: 'Times New Roman';">25</span><span style="font-family: 'Times New Roman';">个男性和</span><span style="font-family: 'Times New Roman';">75</span><span style="font-family: 'Times New Roman';">个女性组成的人群，其中有些人由于自然长相或打扮化妆等原因使得其性别判断不太容易，特别是对于一个只有</span><span style="font-family: 'Times New Roman';">3</span><span style="font-family: 'Times New Roman';">岁的小孩子</span><span style="font-family: 'Times New Roman';">Jack</span><span style="font-family: 'Times New Roman';">来说。</span><span style="font-family: 'Times New Roman';">Jack</span><span style="font-family: 'Times New Roman';">正确地识别出</span><span style="font-family: 'Times New Roman';">25</span><span style="font-family: 'Times New Roman';">个男性中的</span><span style="font-family: 'Times New Roman';">20</span><span style="font-family: 'Times New Roman';">个，但是他也把</span><span style="font-family: 'Times New Roman';">10</span><span style="font-family: 'Times New Roman';">个女性误判为男性，那么他在性别判断方面的能力该如何评估呢？</span><span style="font-family: 'Times New Roman';">Se</span><span style="font-family: 'Times New Roman';">、</span><span style="font-family: 'Times New Roman';">Sp</span><span style="font-family: 'Times New Roman';">就是评估</span><span style="font-family: 'Times New Roman';">Jack</span><span style="font-family: 'Times New Roman';">这一能力的两个指标。</span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: small;"><span style="font-family: 'Times New Roman';">首先我们设定这</span><span style="font-family: 'Times New Roman';">100</span><span style="font-family: 'Times New Roman';">个人构成一个集合</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman';">，其大小为</span><span style="font-family: 'Times New Roman';">|S|=100</span><span style="font-family: 'Times New Roman';">。我们的目的是把其中的男性（阳性，</span><span style="font-family: 'Times New Roman';">positive</span><span style="font-family: 'Times New Roman';">，</span><span style="font-family: 'Times New Roman';">P</span><span style="font-family: 'Times New Roman';">）和女性（阴性，</span><span style="font-family: 'Times New Roman';">Negative</span><span style="font-family: 'Times New Roman';">，</span><span style="font-family: 'Times New Roman';">N</span><span style="font-family: 'Times New Roman';">）区别开来。因为我们实现已经知道有</span><span style="font-family: 'Times New Roman';">25</span><span style="font-family: 'Times New Roman';">个男性，我们把该子集叫做</span><span style="font-family: 'Times New Roman';"><span style="text-decoration: underline;">已知阳性集</span></span><span style="font-family: 'Times New Roman';">（</span><span style="font-family: 'Times New Roman';">Known Positive</span><span style="font-family: 'Times New Roman';">），标记为</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KP</span><span style="font-family: 'Times New Roman';">，大小为</span><span style="font-family: 'Times New Roman';">|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KP</span><span style="font-family: 'Times New Roman';">|=25</span><span style="font-family: 'Times New Roman';">，那么</span><span style="font-family: 'Times New Roman';"><span style="text-decoration: underline;">已知阴性集</span></span><span style="font-family: 'Times New Roman';">（</span><span style="font-family: 'Times New Roman';">K</span><span style="font-family: 'Times New Roman';">nown Negative</span><span style="font-family: 'Times New Roman';">）则为</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KN</span><span style="font-family: 'Times New Roman';">，</span><span style="font-family: 'Times New Roman';">|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KN</span><span style="font-family: 'Times New Roman';">|=75</span><span style="font-family: 'Times New Roman';">。</span><span style="font-family: 'Times New Roman';">Jack</span><span style="font-family: 'Times New Roman';">所识别的</span><span style="font-family: 'Times New Roman';">30</span><span style="font-family: 'Times New Roman';">个男性构成了检测的阳性子集</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">P</span><span style="font-family: 'Times New Roman';">，</span><span style="font-family: 'Times New Roman';">|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">P</span><span style="font-family: 'Times New Roman';">|=30</span><span style="font-family: 'Times New Roman';">，其中</span><span style="font-family: 'Times New Roman';">20</span><span style="font-family: 'Times New Roman';">个为真阳性（</span><span style="font-family: 'Times New Roman';">True Positive</span><span style="font-family: 'Times New Roman';">），</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TP</span> <span style="font-family: 'Times New Roman';">= S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KP</span><span style="font-family: '宋体';">∩</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">P</span><span style="font-family: 'Times New Roman';">，</span><span style="font-family: 'Times New Roman';">|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TP</span><span style="font-family: 'Times New Roman';">|=20</span><span style="font-family: 'Times New Roman';">。那么我们定义</span><span style="font-family: 'Times New Roman';">Se=|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TP</span><span style="font-family: 'Times New Roman';">|/|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KP</span><span style="font-family: 'Times New Roman';">|</span><span style="font-family: 'Times New Roman';">。</span><span style="font-family: 'Times New Roman';">Jack</span><span style="font-family: 'Times New Roman';">的</span><span style="font-family: 'Times New Roman';">Se=20/25=80%</span><span style="font-family: 'Times New Roman';">。这一指标表明</span><span style="font-family: 'Times New Roman';">Jack</span><span style="font-family: 'Times New Roman';">把</span><span style="font-family: 'Times New Roman';">80%</span><span style="font-family: 'Times New Roman';">的阳性个体正确地识别出来了。但是他也错误地把一些阴性个体识别为阳性，有可能他很灵敏但是还不够特异，那么</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman';">p</span><span style="font-family: 'Times New Roman';">是怎么定义的呢？对于</span><span style="font-family: 'Times New Roman';">Jack</span><span style="font-family: 'Times New Roman';">来说，</span><span style="font-family: 'Times New Roman';">|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">N</span><span style="font-family: 'Times New Roman';">|=80</span><span style="font-family: 'Times New Roman';">，其中真正的阴性从</span><span style="font-family: 'Times New Roman'; color: #0070c0;"><span style="text-decoration: underline;">图</span></span><span style="font-family: 'Times New Roman'; color: #0070c0;"><span style="text-decoration: underline;">1</span></span><span style="font-family: 'Times New Roman';">中可以看出为</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TN</span><span style="font-family: 'Times New Roman';">=S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KN</span><span style="font-family: '宋体';">∩</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">N</span><span style="font-family: 'Times New Roman';">，</span><span style="font-family: 'Times New Roman';">|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TN</span><span style="font-family: 'Times New Roman';">| = 65</span><span style="font-family: 'Times New Roman';">。我们定</span><span style="font-family: 'Times New Roman';">义</span><span style="font-family: 'Times New Roman';">特异性</span><span style="font-family: 'Times New Roman';">Sp = |S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TN</span><span style="font-family: 'Times New Roman';">|/|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KN</span><span style="font-family: 'Times New Roman';">|=65/75=60%</span><span style="font-family: 'Times New Roman';">。</span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: small;"><span style="font-family: 'Times New Roman';">在明确了</span><span style="font-family: 'Times New Roman';">Se</span><span style="font-family: 'Times New Roman';">和</span><span style="font-family: 'Times New Roman';">Sp</span><span style="font-family: 'Times New Roman';">的定义之后，我们很快可以看出</span><span style="font-family: 'Times New Roman';">Jack</span><span style="font-family: 'Times New Roman';">在性别方面的判断能力高于正常，而其他孩子则有的比他更好</span><span style="font-family: 'Times New Roman';">（</span><span style="font-family: 'Times New Roman';">super Jack</span><span style="font-family: 'Times New Roman';">）</span><span style="font-family: 'Times New Roman';">，有的则比他更差</span><span style="font-family: 'Times New Roman';">（</span><span style="font-family: 'Times New Roman';">dummy Jack</span><span style="font-family: 'Times New Roman';">）</span><span style="font-family: 'Times New Roman';">。</span><span style="font-family: 'Times New Roman';">(Han CS)</span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: medium;"><span style="font-family: 'Times New Roman';"><span style="font-size: small;">附图：</span></span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: small;"><img src="http://docs.google.com/File?id=dct4q44c_31dtfb8qgn_b" border="0" alt="jack.png" width="296" height="170"></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: medium;"><a name="_Ref231727281"></a><span style="font-size: small;"><span style="font-family: '黑体';">图</span> <span style="font-family: 'Times New Roman';">1</span><span style="font-family: '黑体';">：普通的</span><span style="font-family: 'Times New Roman';">Jack</span><span style="font-family: '黑体';">的</span><span style="font-family: 'Times New Roman';">Se</span><span style="font-family: '黑体';">与</span><span style="font-family: 'Times New Roman';">Sp</span><span style="font-family: '黑体';">。</span><span style="font-family: 'Times New Roman';">|S| = 100, |S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KP</span><span style="font-family: 'Times New Roman';">| = 25, |S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KN</span><span style="font-family: 'Times New Roman';">| = 75, |S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">P</span><span style="font-family: 'Times New Roman';">| = 30, |S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">N</span><span style="font-family: 'Times New Roman';">| = 70,</span> <span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TP</span> <span style="font-family: 'Times New Roman';">= S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KP</span><span style="font-family: 'Times New Roman';">∩</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">P</span><span style="font-family: '黑体';">，</span><span style="font-family: 'Times New Roman';">|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TP</span><span style="font-family: 'Times New Roman';">|=20, S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TN</span><span style="font-family: 'Times New Roman';">=S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KN</span><span style="font-family: 'Times New Roman';">∩</span><span style="font-family: 'Times New Roman';">S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">N</span><span style="font-family: '黑体';">，</span><span style="font-family: 'Times New Roman';">|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TN</span><span style="font-family: 'Times New Roman';">| = 65, Se=|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TP</span><span style="font-family: 'Times New Roman';">|/|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KP</span><span style="font-family: 'Times New Roman';">|=20/25=80%, Sp = |S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">TN</span><span style="font-family: 'Times New Roman';">|/|S</span><span style="font-family: 'Times New Roman'; vertical-align: sub;">KN</span><span style="font-family: 'Times New Roman';">|=65/75=60%</span><span style="font-family: '黑体';">。</span></span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: small;"><img src="http://docs.google.com/File?id=dct4q44c_32cdq3njdh_b" border="0" alt="super_jack.png" width="261" height="150"></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: small;"><span style="font-family: '黑体';">图</span> <span style="font-family: 'Times New Roman';">2</span><span style="font-family: '黑体';">：</span><span style="font-family: 'Times New Roman';">Super Jack</span><span style="font-family: '黑体';">不但正确地鉴别出来所有的阳性，也正确地鉴别出来了所有的阴性结果。</span><span style="font-family: 'Times New Roman';">Se = 1, Sp = 1.</span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: medium;"><span style="font-size: small;"><img src="http://docs.google.com/File?id=dct4q44c_337j4p3ngd_b" border="0" alt="dummy_jack.png" width="258" height="148"></span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: small;"><span style="font-family: '黑体';">图</span> <span style="font-family: 'Times New Roman';">3</span><span style="font-family: '黑体';">：</span><span style="font-family: 'Times New Roman';">dummy Jack</span><span style="font-family: '黑体';">：把所有的已知阴性当成阳性结果，且把所有已知阳性当成阴性结果。</span><span style="font-family: 'Times New Roman';">Se = Sp = 0.</span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: medium;"><span style="font-size: small;"><img src="http://docs.google.com/File?id=dct4q44c_34c5kxq7x5_b" border="0" alt="sensitive_jack.png" width="254" height="146"></span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: small;"><span style="font-family: '黑体';">图</span> <span style="font-family: 'Times New Roman';">4</span><span style="font-family: '黑体';">：</span><span style="font-family: 'Times New Roman';">sensitive Jack</span><span style="font-family: '黑体';">：把所有的结果都当作阳性。</span><span style="font-family: 'Times New Roman';">Se = 1, Sp = 0.</span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: medium;"><span style="font-size: small;"><img src="http://docs.google.com/File?id=dct4q44c_3598b39qdw_b" border="0" alt="specific_jack.png" width="256" height="147"></span></span></p>
<p style="margin-left: 0pt; margin-right: 0pt; text-align: justify;"><span style="font-size: small;"><span style="font-family: '黑体';">图</span> <span style="font-family: 'Times New Roman';">5</span><span style="font-family: '黑体';">：</span> <span style="font-family: 'Times New Roman';">Specific Jack</span><span style="font-family: '黑体';">：把所有的样本都当作阴性。</span><span style="font-family: 'Times New Roman';">Se = 0, Sp = 1.</span></span></p>
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