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Threshold Utility Indifference Probability Tool

Calculate threshold utility indifference probability from explicit caller-supplied inputs.

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Description

Return utility indifference probability for positive prediction.

A classification decision can compare expected losses or utilities under supplied probabilities and outcome costs. The resulting threshold depends on which outcomes are charged, the cost signs and whether abstention is allowed; arithmetic alone does not establish appropriate costs or reliable probabilities.

Return utility indifference probability for positive prediction.

When to use this tool

Use Threshold Utility Indifference Probability when comparing the stated classification, rejection or utility terms under supplied assumptions.

How to use the tool and how it works

  1. Enter truePositiveGain, falsePositiveCost. Use the units and conventions below.
  2. Run the tool. Correct any format, range, or cross-field input error before interpreting the output.
  3. Read threshold. Use the output convention below.

Return utility indifference probability for positive prediction. Require nonnegative truePositiveGain/falsePositiveCost with positive sum; threshold = cost/(gain+cost).1

Input fieldMeaning and unitsAccepted input
truePositiveGainTrue Positive GainRequired. Finite number; minimum 0.
falsePositiveCostFalse Positive CostRequired. Finite number; minimum 0.
Output fieldInterpretationReturned shape
thresholdThresholdRequired. Finite number.
json
{
  "input": {
    "truePositiveGain": 3,
    "falsePositiveCost": 1
  },
  "output": {
    "threshold": 0.25
  }
}

Limitations and assumptions

  • This assumes the stated two-outcome utility comparison and a suitable probability; no full decision problem or cost model is validated.
  • Inputs must satisfy both the field types and the cross-field conditions above. Invalid input causes an error; a successful false flag or documented placeholder is a different result.
  • Numeric calculations use binary floating point unless exact decimal-integer arithmetic is explicitly stated. No hidden measurement tolerance or decimal rounding is added; nonfinite or out-of-contract results are rejected. Numeric signed-zero results are exported as zero.

Alternative or Complementary methods

Specify the full decision problem and validate probabilities and outcome costs before using a threshold; assess performance and consequences on relevant data.

References

  1. Calculation and input contract: classification/threshold-utility-indifference-probability — tool.io

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