Moon of Alabama Brecht quote
January 13, 2005
Useless Statistical Almanach – n°2

(Don’t forget to participate in the census if you have not yet done so)

Today, a very simple quiz:

A medical condition happens in the population with a frequency of 1 in 5000 people.
There is a test to decide if you have the disease, but it has a 5% error rate
You get tested, and are found positive for the disease.

What is the probability that you actually have the condition?

(Answer in a little while. Propose your bets in the comments, don’t explain – yet – how you got there, but tell us how confident you are in your proposal…)

The proportion of MDs who got it right is pretty low, sadly, and worryingly.

Comments

About 1 in 250 (0.4%).
Here’s another one: you are a lawyer in Portland, OR named Mayfield. The FBI has a fingerprint from a terrorist attack. They screened 1,000,000 prints electronically and came up with a match to your prints. They say their testing has a 99.9% accuracy rate. What are the odds that you are a terrorist? (Put another way, how many matches came up that they’re not telling you about?)

Posted by: jr | Jan 13 2005 0:26 utc | 1

0.4%, before reading the comments, honestly. I’m quite confident that that’s right, but I’m not surprised that a lot of MD’s don’t have sufficient grasp of stats to work it out. I couldn’t do it in my head myself, I need paper or calculator.
Nice blog; you seem like a bright bunch of people with your eyes open.

Posted by: Oliver T. | Jan 13 2005 1:09 utc | 2

JR: there were 1000 matches.

Posted by: Oliver T. | Jan 13 2005 1:11 utc | 3

.95%

Posted by: annie | Jan 13 2005 1:21 utc | 4

Good one jr. I don’t know the answer, but I know bullshit when I see it (smell it) Think again annie.

Posted by: rapt | Jan 13 2005 1:29 utc | 5

i want to try again. i have already been tested positive. there is only 5% margin of error that is wrong. it would have to be a minimum of 95% correct. i am winging it and not confident in my answer.

Posted by: annie | Jan 13 2005 1:36 utc | 6

The chance of having the disease is 19 in 5018, or about 0.4%.

Posted by: A swedish kind of death | Jan 13 2005 2:08 utc | 7

Oh, yeah. My level of confidency in my answer is: extremely high.

Posted by: A swedish kind of death | Jan 13 2005 2:10 utc | 8

ok, now that i have made an idiot of myself. that last 5% would be
1 in 250. and am fairly confident.

Posted by: annie | Jan 13 2005 2:12 utc | 9

If I test positive, there’s a 95% chance of my having the disease. My chance of getting this disease is 0.02% (plus or minus 0.001).

Posted by: alabama | Jan 13 2005 2:30 utc | 10

Have no idea.
Just don’t want to get disease.

Posted by: SusanG | Jan 13 2005 2:43 utc | 11

“5% error rate” is an ambiguous phrase.
Given the statement of the problem, what is probably meant is “false positive rate of 5%”, and this is what jr has used in his calculation.
A test can make two kinds of errors –
1)say the condition is present, when it is not
2)say the condition is not present, when it is
The technical terms for the two kinds of accuracy are specificity and sensitivity, if I correctly recall the epidemiology I once studied.
It has to do with detecting terrorists, of course, or the probability of being stopped by a policeman for the infraction of DWB (driving while black).

Posted by: mistah charley | Jan 13 2005 2:51 utc | 12

Ummmmm… One chance in 51. That’s a guess.

Posted by: Ferdzy | Jan 13 2005 2:51 utc | 13

Askod is just about on the money, assuming mistah charley’s description is the right one.
In a population of 100,000 people, 20 have the disease. 19 of them will test positive.
Of the remaining 99,980 who don’t have the disease, 5%, or 4999, will receive a false positive test.
Odds: 19 in 4999 or about .38% whose positive test is true.
Now, imagine that 5% of a population uses an illegal drug, and there is a test with the same 95% accuracy rate. What are the odds that someone who tests positive uses the drug?

Posted by: OkieByAccident | Jan 13 2005 3:15 utc | 14

The sad part is that there are more than 5000 rare diseases. I have one and it seems most people I know (especially people at this site) have another. The odds of you guessing mine are less than 0.4%.

Posted by: biklett | Jan 13 2005 3:19 utc | 15

Shit, I didn’t read your post carefully enough, Jerome. Please edit, if you can. Sorry.

Posted by: OkieByAccident | Jan 13 2005 3:19 utc | 16

My money is on Annie’s answer at a 95% chance of having it. The stuff about the incidence in the population is just red herring gear. 5 in every hundred people tested get a wrong result so if you are tested and found positive you have 95% chance of having the damn thing.
Statistics eh? Beware of politicians with graphs…..well beware of politicians, especially those with graphs

Posted by: Debs is dead | Jan 13 2005 4:50 utc | 17

Um. I hate statistics: I always have the sneaking suspicion I’m going to be wrong. Assuming that the 5% error rate means that 5% of test results will be wrong (a false positive or negative), then I’m with the 95% crowd. However, if the 5% error rate is the chance of a false positive, I’m with the 0.4% crowd. I suspect, given that Jerome has bothered posing the question that the second interpretation is the correct one. However, I haven’t finished my coffee yet, so I make no warranty on my answer.

Posted by: Colman | Jan 13 2005 10:31 utc | 18

Here some more number crunching.
The Financial Report of the United States Government

On the very next page, this number is magically transformed into a Unified Budget Deficit of $412.3 billion (I’m pretty handy with the abacus, but try as I might, I couldn’t reconcile the math and figure out how they went from $615.6 billion to $412.3 billion!)

Posted by: Fran | Jan 13 2005 11:23 utc | 19

Here some more number crunching.
The Financial Report of the United States Government

On the very next page, this number is magically transformed into a Unified Budget Deficit of $412.3 billion (I’m pretty handy with the abacus, but try as I might, I couldn’t reconcile the math and figure out how they went from $615.6 billion to $412.3 billion!)

Posted by: Fran | Jan 13 2005 11:26 utc | 20

Oops, sorry!

Posted by: Fran | Jan 13 2005 11:28 utc | 21

Oops, sorry! Im having trouble accessing the MoA site, don’t know what happend.

Posted by: Fran | Jan 13 2005 11:29 utc | 22

Calculated Risks: How to Know When Numbers Deceive You by Gerd Gigerenzer is a book you all may like.
Amazon Text:

Astonishingly, doctors and lawyers don’t understand risk any better than anyone else. Gigerenzer reports a study in which doctors were told the results of breast cancer screenings and then were asked to explain the risks of contracting breast cancer to a woman who received a positive result from a screening. The actual risk was small because the test gives many false positives. But nearly every physician in the study overstated the risk. Yet many people will have to make important health decisions based on such information and the interpretation of that information by their doctors.
Gigerenzer explains that a major obstacle to our understanding of numbers is that we live with an illusion of certainty. Many of us believe that HIV tests, DNA fingerprinting, and the growing number of genetic tests are absolutely certain. But even DNA evidence can produce spurious matches. We cling to our illusion of certainty because the medical industry, insurance companies, investment advisers, and election campaigns have become purveyors of certainty, marketing it like a commodity.
To avoid confusion, says Gigerenzer, we should rely on more understandable representations of risk, such as absolute risks. For example, it is said that a mammography screening reduces the risk of breast cancer by 25 percent. But in absolute risks, that means that out of every 1,000 women who do not participate in screening, 4 will die; while out of 1,000 women who do, 3 will die. A 25 percent risk reduction sounds much more significant than a benefit that 1 out of 1,000 women will reap.

Posted by: b | Jan 13 2005 11:56 utc | 23

b, a lot of the problem of risk is that the people who sell it to the public are generally trying to mislead them.
If you are, say, a public health official, then that 3 in a 1000 vs 4 in a 1000 is a massive difference, whereas if you’re a woman at risk it doesn’t make a whole lot of difference at all. And the cost reduction of treating cancers caught early vs those caught later on may be massive from the point of view of the health system. This will make a big difference to your budget and your metrics if you’re the public health official. Oh, and not to be excessively cynical, it also reduces the number of people who die from cancer on your watch.
(Of course, from a GDP point of view, this is bad, since all that extra spending generated by a bad cancer is much better for the economy than the small amount generated by treating one found much earlier. Unless the patient dies. Except if she is old, and leaves her estates to offspring who spend it all. So long as they don’t spend it all on Chinese imports. Unless the Chinese use the dollars to prop up your economy.)
I don’t see that absolute risks would help much either. Most people can’t understand what a 3 in 1000 risk means for them. Viscerally, the difference between 3 or 4 in a 1000 is, for me, irrelevant, whereas rationally I know that 0.003*(expected cost of dying of cancer) is much better than 0.004*(expected cost of dying of cancer). But this sort of calculation isn’t going to be done by almost all people, or even by me most of the time.
Who was it that said that economic theory expected people grocery shopping to do calculations in their head that economists couldn’t do with supercomputers?

Posted by: Colman | Jan 13 2005 12:39 utc | 24

I am most interested in the answer but my guess is that I have a 95% chance of having the disease if I tested positive with 95% accuracy.
please don’t keep us waiting any longer

Posted by: dan of steele | Jan 13 2005 12:41 utc | 25

Assuming that 5% of each class (disease/no disease) are misclassified, the .38% answer is correct. (The 95% number is the probability that your test will be positive if you have the disease.) That doesn’t mean the test isn’t providing some information. The probability of having the disease is 19 times higher than it would if you you didn’t get tested and ~360 times higher than if you have a negative test.

This problem is a consequence of a rare event that’s difficult to predict and there’s a higher price for a missed event than for a false alarm. It’s similar to the tornado warning problem that I wrote about recently here (PDF).

Posted by: Harold Brooks | Jan 13 2005 14:06 utc | 26

95% chance

Posted by: folgers | Jan 13 2005 14:57 utc | 27

This thread, and Colman’s post @ 7:39 AM, bring to mind a point I was sketching out on an earlier thread–namely, that our culture in number is tied to the study of risk, and vice versa. When I read the posts here, I may think I’m mainly interested in risk, but in fact (I suspect) the numbers are themselves the fascinating thing. Before Pascal and Leibniz (or in cultures other than ours), our thoughts about risk didn’t “own” our thoughts about number in quite the same way. Colman’s post at 5:31 AM bears this out (viz., calculations about risk are actually hazardous, and therefore not much fun for the risk-aversive).

Posted by: alabama | Jan 13 2005 15:02 utc | 28

Prosecutor’s_fallacy
You are a doctor. You use your test on 499,900 healthy people and 100 ill people (so the sum is 500,000). The test will be wrong in 5% of both the cases (there is an implicit assumption that the test’s error rate is symetric !).
24,995 healthy people will hear that they are positive, but they are not ill.
5 ill people will hear that they are healthy (becase they got a false negative).
You have 24,995 + 95 = 25090 positive cases. Out of these only 95 are really ill.
probability of being ill, when you got a positive:
P(ill|positive) = 95 / 24,995 = 0,00379
Looks like the test sucks! But …
The probability witout testing:
P(generally ill)= 1 /5000 = 0,0002
Effectiveness:
P(ill|positive) / P(generally ill) = 18,95
Facit:
1)The test helps the doctors to better find ill people by a factor of ca. 20 .
2) The test is not a guarantee for being ill (ca. 0,4% probability).
3) The test fails to find 5% of ill people. It finds 95% of the ill, but in the process stigmatises many more healthy people.
4) I think there are some consequences for the GWOT, Abu Ghraib, etc.

Posted by: MarcinGomulka | Jan 13 2005 15:05 utc | 29

minor correction:
P(ill|positive) = 95 / 25,090 = 0,00379

Posted by: MarcinGomulka | Jan 13 2005 15:12 utc | 30

P.S. I was going to say 95%, but I saw the other posts and decided to calculate it through.

Posted by: MarcinGomulka | Jan 13 2005 15:21 utc | 31

(I am hanging my head in shame as I type this) Yes, I am a math moron. And worse. I’m a math crybaby. Strangely, I ended up married to someone with a licensiate in math, or maybe not strangely.
So I cannot do anything but demonstrate my incompetence and ask for some imput from the bright minds here about what looks like a questionable situation.
It concerns The Strange Cluster of Microbiologist Deaths.
The NYTimes Sunday Magazine even did an article about the statistical non-event concerning these deaths back on Nov. 27 of 2002…which is not available for free anymore.
There have been other deaths since then. I don’t remember if that article included Dr. Kelly, but there is another recent, obvious murder.
So, if you were an insurance actuary, would it seem that being a microbiologist is a profession that puts you at risk of violent death, or death by something other than natural causes, or suicide…or would you argue that no one could draw a correlation between these deaths, and if not, why not?
For further background, Paul Thomspon’s Cooperative Research has links about some of these deaths and also the anthrax mailings after 9-11.
maybe it’s my generalized paranoia these days, but I keep feeling a little uneasy as the “new” fear seems to be the threat of a smallpox attack. There’s even a movie that will show on American tv about a fictionalized version, and the new talk of internment (though mostly geared toward Muslims) and the news that there is not enough vaccine for such an event, and the knowledge that people were making virulent strains of such things here and there back in the cold war days, if not beyond, makes me wonder if it’s a fear tactic or a rational concern.

Posted by: fauxreal | Jan 13 2005 15:22 utc | 32

95%
but I’m not putting any money on that.

Posted by: kat | Jan 13 2005 15:48 utc | 33

1/251, that is just under 0.4 %
provided that the ‘errors’ are all false positives (healthy people diagnosed sick by error), which is how I understood the problem when I read it.
If the ‘errors’ can also be false negatives, the problem changes.

Posted by: Blackie | Jan 13 2005 16:28 utc | 34

Just for the record – errors refer to both false positives and false negatives. In this case, false negatives don’t matter much.
@Okie, don’t apologise, you’re right on, and your question was actually my intended follow up!
Many of you have the correct answer, which either means that (i) you thought long and hard about what you wrote or (ii) our group is not statistically representative!
(Oh yeah, the answer – see Marcin’s post, I could not do better)

Posted by: Jérôme | Jan 13 2005 16:50 utc | 35

I have wondered about the micro-biologists’ deaths – some weird stories, and, more telling, very strange reporting.
Professor Yaacov Matzner and Professor Amiram Eldor (google: see also Avishai Berkman, Amiramp Eldor …) top Israeli medical scientists, are often mentioned in the list of microbiologist dead. They perished in a plane crash in Switz. at Zurich airport in Nov. 2001. Melanie Thornton, pop singer, died as well.
To my eyes, there was an info. clamp down on this crash, but what were the reasons? I don’t know.
Afaik, the crash has never publicly explained, although procedures were followed and reports were written. For a crash is Switz. I found this bizarre. CH is a rich country where transport by commercial plane, or private, usually small-ish planes, and helicopter is much used because of its mountainous terrain, which results in many crashes. (Weather is often disastrous.) The Swiss pride themselves on safety measures and investigation/ elucidation of all incidents. And a pop star died on this plane…Press reports emphasised that no foul play took place which is not usual here.
BBC
Flight manifest
Final? report (French).
So, how many micro-biologists are there in the world? How many of them have a profile that corresponds to the class of assassinated scientists? What is the bizarre accident (e.g. unelucidated murder, police-investigated but still mysterious demise, weird plane crash, etc.) rate for this kind of scientist? Very difficult….
Storm in a tea cup or statistical anomaly? I’m stumped. Meanwhile, many students here say they prefer not to study micro-biology!

Posted by: Blackie | Jan 13 2005 17:42 utc | 36

Funny thing, because you asked us to figure a number, I thought for a minute and got 1/250 as my answer. Obviously, I didn’t think of false negatives.
More importantly, if you hadn’t asked for a calculation, I would have simply let the “5% error rate” phrase ring in my head and felt that the answer was 95%. Which is how critical I am normally, in my quasi-speed reading mode.
And I bet that is a common rhetorical result of that “5% error rate” statement. In other words, it is probably meant to mislead.
My favorite reference work is How to Lie with Statistics
For better prices on it, link

Posted by: Citizen | Jan 13 2005 18:41 utc | 37

If you’ve read to here, you’ve already seen the answer- the odds are about 1 in 250 that you have the disease.
Now: let me change the game a little bit. Let’s assume, for the sake of argument, that one person in a million in the US is a terrorist. Note that this means there are litterally hundreds of terrorists in the US (the actual number is probably more like 1 in ten million or so, but let’s be generous). Now, let’s say I propose a method that will identify a terrorist with a 99.9% probability of success (i.e. there’s only one chance in a thousand it will misidentify an innocent person as a terrorist, or a terrorist as an innocent person).
Furthermore, I propose that the people that my method identifies be killed. After all, they’re just a bunch of terrorists. OK, there’s the slim outside possibility that a couple of innocent people might also get killed- but ‘cmon, weigh that against the thousands or millions of innocent people who would be killed if we let these terrorists roam free!
There are 293 million people in the United States. Along with the 293 terrorists, how many innocent people are going to die if my plan is implemented?
What’s the likelyhood that Fox would pander to the innumerate and promote my plan anyways?

Posted by: Brian Hurt | Jan 13 2005 18:43 utc | 38

>There are 293 million people in >the United States. Along with >the 293 terrorists, how many >innocent people are going to die >if my plan is implemented?
292,707. That’s a purely theoretical answer; in practice probably only those who fail your test and also meet one or more of the following criteria: poor, non-white, unemployed, Moslem.
>What’s the likelyhood that Fox >would pander to the innumerate >and promote my plan anyways?
99.9%.

Posted by: Alex | Jan 13 2005 21:03 utc | 39

2930 innocent people

Posted by: annie | Jan 13 2005 21:07 utc | 40

probability of condition : 97.5%

Posted by: curious | Jan 13 2005 22:40 utc | 41

First: Brian H, the Fox likelyhood approaches certainty. :^)
Generally, if P = Percentage of a population meeting a criterion, and A = Accuracy of a test for that criterion (both expressed as decimals, e.g., 5% = .05), then
(PA)/(1-P)(1-A)
will tell you how many true positves you’ll find for each false positive. The “drug” example yields 1, so the test is like flipping a coin. Brian’s terrorist example is even worse than Jérôme’s original (.0038) – .000999, or 292,707 cases of “oops – oh well, they woulda just become a terrorist eventually”
Of course, under PATRIOT III, numeracy itself will indicate terrorist sympathies, as will:
– them weird, fruity symbols over the letters of your name
– possession of any Mac device (ipods exempt when containing at least 95% country music)
– possession of any nonfiction book not published by Regnery, or lacking a jacket blurb by a Regnery author
– failure to display the required Yellow Ribbon tattoo
– any degree of vegetarianism
– failure to answer with pavlovian rapidity either “absence of God in the schools” or “Clinton” when asked to identify the cause of a problem.
– failure to writhe about in frothing ecstasy upon seeing the visage of GWB displayed on any of the soon-to-be-installed massive public square plasma screens
32nd Amendment: “Everything not forbidden is required”

Posted by: OkieByAccident | Jan 13 2005 23:14 utc | 42

Ah, Alex’s post was not there when I loaded the thread. Bravo! And how sadly, sadly true – though I would replace “Muslim” with “non-JudeoChristian”.

Posted by: OkieByAccident | Jan 13 2005 23:26 utc | 43

I read & reread the thread, I can follow the reasoning, but I’m still not convinced. In my view, the frequency doesn’t matter at all, unless you wanted to calculate the total of false diagnoses in the population. If the test has a 5% error margin, that means it’s right 95% of the time. Therefore, since I’ve alrady tested positive, there’s a 95% probability that I do have the disease. If I had tested negative, there would still be a 5% probability of having it. I don’t see what the frequency has to do with that. If you didn’t have any reliable data about the frequency in the population but were pretty certain of the test’s accuracy, would the calculation be impossible?
Just for comparison: 1 in each 2 persons can’t understand statistics. There’s a test to determine that with 95% accuracy. The test says my statistical skills are lousy. I’d say, again, that there’s a 95% probability that this is correct – regardless of the underlying frequency, which is not my concern.
There is a good probability that I’m making a fool of myself here, but could you please elaborate a little more on the answer, Jérôme?

Posted by: pedro | Jan 13 2005 23:35 utc | 44

I discovered years ago the solution to any stat problem happens by simply dividing small numbers by big ones until the results look like something that might be correct. That’s how I “solved” this problem.
But I never share my answers until I know I’m “right.”

Posted by: slothrop | Jan 13 2005 23:56 utc | 45

pedro, 5% of 5000 is 250. this is relatively simple because you divide 5000 by 20.the same way you divide 100 by 20 to get the 5%.
250 people tested positive. but i knew only one person was actually positive. that is one person in 250. if 250 people is 100% of those testing positive the percentage of that is .4 because .4×250 equals 100.
i think this is correct anyway, i don’t understand marcin’s post

Posted by: annie | Jan 14 2005 0:30 utc | 46

Oh well I went away for 24 hours pissed and wrote this. I notice a couple of others are determinly sticking to their guns despite overwhelming jargon to the contrary.
This discussion, extinct as it may be, actually feels more like statistics meets semantics rather than the logic that maths implies. Of course I’m pissed that I didn’t come up with the ‘correct’ answer but I argue that the problem is semantic. That is if a test has a 95% chance of being correct I infer from that 95% of the people who test positive have the disease. If the ‘solution’ proposed here is accepted then 95% correct means that only 1 in 250 people found positive will actually have the disease, a 25000% error. For example 5000 randomly selected people are tested (a very unlikely occurrence in these days of health rationing) and 250 will be found ‘positive’ but if the occurrence of the disease is 1 in 5000 only 1 will actually have it. Therefore the test is not 95% accurate it is 25000% inaccurate.
The interesting bit is where M.D.s are found to share my view, the “incorrect” one. I read medicine for a coupla years, a lifetime ago and it was issues like this where I was continually arguing with my tutors that contributed to my exit from the discipline. None of my classmates appeared to have any trouble with the chew and spew system as they assiduously took notes of everything and poured it out in their tests and papers. Statistics was an compulsory subject (well probably only a couple of papers) so I can only imagine their memory has been overwritten by reams of promotional guff from drug manufacturers.

Posted by: Debs is dead | Jan 14 2005 2:14 utc | 47

now i am really confused as my head is so spinning w/ numbers i cannot think straight and cannot get this terrorist thing out of my mind.only one in the 293,000(.1%) will get killed and there are 1000 of those in 293,000,0000. perhaps i need some whiskey to think straight.

Posted by: annie | Jan 14 2005 2:28 utc | 48

MarcinGomulka’s solution is correct, but his explanation isn’t all that clear. Just for kicks, here’s another attempt, which may appeal more to those of a more visual frame of mind. (This is blatantly stolen from pages 46 to 49 of Larry Gonick’s Cartoon Guide to Statistics, except that I am leaving out the entertaining little pictures and jokes.)

Let’s make a table, showing all the possible combinations of tests and diseases. It will look something like this:

                 Disease    No Disease   Total
Tests Positive      A            B        A+B
Tests Negative      C            D        C+D
Total     A+C          B+D     A+B+C+D

Now to fill in the table with some “real” numbers. Let’s say there are 1 million people in the population. Then “A+B+C+D” is 1 million. We also know that 1 person in 5000 has the disease, so “A+C” (the total for the “disease” column) is 1 ⁄ 5000 of the total of the population, or 200. That means that “B+D” (the total for the “no disease” column) has to be 999800, because the total for the row has to be 1 million. So the table now looks like:

                 Disease    No Disease   Total
Tests Positive      A            B        A+B
Tests Negative      C            D        C+D
Total     200        999800    1000000

Now, to work upward: we are told that the test has a 5% error rate. Now, usually, there are separate error rates for false positives and false negatives, but here they are the same. That means that 5% of the people who have the disease will be told they don’t have it, and 5% of the people who don’t have the disease will be told that they do have it. 5% of that 200 is 10, and 5% of 999800 is 49990. So now the table looks like:

                 Disease    No Disease   Total
Tests Positive      A          49990      A+B
Tests Negative      10           D        C+D
Total     200        999800    1000000

Since the columns have to add up, we can do some subtraction (200 – 10 = 190, and 999800 – 49990 = 949810) and fill in some more:

                 Disease    No Disease   Total
Tests Positive     190         49990      A+B
Tests Negative      10        949810      C+D
Total     200        999800    1000000

And last but not least, the rows have to sum (190 + 49990 = 50180, and 10 + 949810 = 949820) so the completed table says:

                 Disease    No Disease   Total
Tests Positive     190         49990      50180
Tests Negative      10        949810     949820
Total     200        999800    1000000

The question was: if you test positive, what is the likelihood that you have the disease? Well, from the chart, we see that 50180 people will test positive, but that only 190 of that group will actually have the disease. That means the chance of having the disease will be 190 out of 50180. That’s less than one percent (which would be roughly 502 out of 50180) or even half of one percent (251 out of 50180). So it still isn’t a rock-solid certainty. (Also note that even though the disease only infects one fiftieth of one percent of the population, over five percent will test positive!)

But as was pointed out before, by getting that false positive, we jumped from having a 1 in 5000 chance of having the problem (which is not particularly worrisome) to having a 1 in about 264 chance, which is where you need to start taking things very seriously. (Consult your insurance policy, talk to your doctor, update your will if the disease is a serious one…)

Among other names, this is called the “False Positive Paradox”.

There is one… um… sociological aspect of it, though, which strikes me as being a bit off: there is a hidden variable in this scenario which is nearly always there in real life, but is not in the table or the math. Specifically, for most diseases, a doctor won’t give you the test in the first place unless there is some reason to suspect you might have the disease — symptoms or a genetic predisposition. (As a trivial example: my doctor, at least, does not give me a strep throat test every time I show up. He reserves that for when I seem to have symptoms of strep throat.) So in reality, I suspect that the probability that you actually have the disease, given a positive result, is much higher. Still not in the “certainty” range, but more like double digits (depending on how closely the symptoms are linked to the disease, of course; for a fictional disease, we could have it be one of those “you feel just fine until the day you drop dead” maladies out of science fiction and DHS terrorism scenarios).

Posted by: Blind Misery | Jan 14 2005 3:17 utc | 49

…we are told that the test has a 5% error rate. Now, usually, there are separate error rates for false positives and false negatives, but here they are the same. That means that 5% of the people who have the disease will be told they don’t have it, and 5% of the people who don’t have the disease will be told that they do have it. .
Really? If 5% who have it were told that they don’t, and 5% who don’t have it were told they did, then 10% of the people would be given wrong information, which is not a 5% error rate.

Posted by: alabama | Jan 14 2005 3:43 utc | 50

Nope, Alabama, you’re just flat-out wrong in this case. (Don’t screw with me, man, I have a B.A. in math! 😉 ) Percentages of statistically distinct groups do not add like that. (And “people who have the disease” and “people who do not have the disease” are distinct.) To demonstrate this, consider any example where the two groups do not overlap.

One quick one of my own: suppose that there are 100 people in a building and half are men and half are women. Those two groups are distinct, yes? (Or, at least, for our purposes they are: every man is not a woman, and every woman is not a man. Our building is the Republican National Headquarters; no deviant gender-swapping allowed.)

Now, suppose I stick “kick me” signs on the backs of 10% of the men at random and 10% of the women at random. You would say that 20% of the people in the building now have signs, because 10% plus 10% is 20%, but this is not true: there are 50 men and 50 women (half of 100 each). That means “10% of the men” is 5 people, and “10% of the women” is also 5 people, for a total of 10, which is 10% of the whole.

The percentages only alter each other if the groups either overlap or do not cover the whole population, and then it isn’t always predictable. If I had said “I put signs on 10% of the men chosen at random, then put signs on 10% of the building’s occupants chosen at random” then things get messy — I might have put two signs on a single man, since a man is also an occupant, and I didn’t specify that they were additional occupants, but I might also have chosen 10 women for the random occupants, which means there were 5 men and 10 women, for 15 people total, or 15%. Or something in between. The best we can say is that I played a juvenile prank on at least 10 people, and that at least 5 of them were men.

In the disease case, “people who have the disease” and “people who don’t have the disease” are distinct groups, which together make up the whole population. So 5% of one and 5% of the other is 5% of the whole population.

Posted by: Blind Misery | Jan 14 2005 4:23 utc | 51

I throw in the weight of my almost complete swedish kind of master (with math as one of the mayor subjects) behind Blind Misery´s reasoning.
I was thinking of putting up a consequense-tree, before got to BM´s post at 10:17. Thanks for saving me the ascii-drawings.
And for you who are not familiar with this kind of math, I can point out, that although I knew exactly how to solve it I still needed to write it down to be sure. Probabilities just seems to be a kind of math that humans have a hard time grasping in a intuitive way, which makers of lotteries make a living from. At a time I traveled with a bunch of croupiers (mainly blackjak-dealers) who were not at all aware of the statistics of their game, on the contrary they were among the most superstitious people I have met. So don´t feel bad.

Posted by: A swedish kind of death | Jan 14 2005 5:23 utc | 52

Thanks for the correction, Blind Misery. Working on Jérôme’s problem has not been an altogether rewarding exercise. If, on the one hand, if I’ve been told I have the disease, then further information about the 1/5000 is of no pertinence to my case. Only the probability of the bad news is of interest, and this has been set at 95%. On the other hand, since I haven’t been given the differentia of the false positive and false negative error rates–these having been conflated into a non-statistic called “the error rate” (set at 5%)–I have no way of calculating my position in that 5%, and this is the one figure that an actuary (or a public health official) really needs to know (a point that has has been mentioned by others on this thread).

Posted by: alabama | Jan 14 2005 5:38 utc | 53

Thanks, ASKoD!

By the way — as long as we’re speaking of ASCII art and related matters — is there any chance that the stylesheet and design of the “Preview” page could be altered so that the preview uses exactly the same styles as the final page? I added extra spaces to the last line of that table in the first four instances because it was showing up incorrectly in the preview, only to find that the extra space threw it off balance on the actual post! (That’s why the word “Total” sticks out past the end of “Tests Negative” and the numbers don’t line up exactly, except in the last version of the table.)

Posted by: Blind Misery | Jan 14 2005 5:47 utc | 54

Great explanation, Blind Misery. Thanks.
I followed the reasoning perfectly, but I still couldn’t get my brain to accept the idea that a positive result in a test with 95% accuracy wouldn’t give me a 95% certainty that I had the disease.
After looking carefully at your table, I think I finally got it. The problem here is that we’re building the house from the roof down; we are assuming that the test is applied separately to people who have the disease and people who don’t. In that case, it could indeed be said that the test has a separate margin of error of 5% among diseased people and 5% among healthy people. The purpose of this exercise, of course, could only be to measure the realibility of the test itself, since we would have to know beforehand to which group each subject belonged.
In reality, what happens is quite the opposite. The reliability of a given test is not some number you can just pull out of a hat; it has to be calculated empirically, and for that you need to measure results obtained from the population in general. Let’s look at the table again, this time assuming that the test is applied on the population as whole, without separation between people who have the disease or not:
Disease No Disease Total
Tests Positive 190 49990 50180
Tests Negative 10 949810 949820
Total 200 999800 1000000
If you look at the rows, you will realize that the test was very accurante to predict the absence of disease but quite flawed to predict the opposite. Out of 50180 people who had positive results, only 190 actually had the disease. Therefore, the overall accuracy of the test for positive results is around 0.37%. On the other hand, out of 949820 negative results, 999800 were correct, which means the test is 99.99% reliable when it produces negative results (in other words, its error margin for false negatives is under 0.01% and not 5% as stated).
The reliability among groups of people whose condition is known beforehand is indeed 95%, but this figure is only a mathematical curiosity, since the test’s purpose is precisely to determine who has the disease and who hasn’t. These new global reliability percentages could be applied to any number of people or even to individual cases – and the actual incidence of the disease in the population would become irrelevant, which is what was bothering me in the first place. If the test says I don’t have the disease, I can be fairly sure it’s correct. On the other hand, if the result is positive, I should bear in mind that the probability of its being correct is only 0,37%.
That’s as far as I could get. I tried to build another table that would produce a 95% reliability in both rows (Tests Positive and Tests Negative) while maintaining the same general incidence (200 diseased subjects), but I failed, so perhaps there’s still something that I am missing, or perhaps it simply is impossible to set arbitrary reliability percentages and work your way backwards. (As you know, there are only three kinds of people: those who can count and those who can’t.)
Can I sleep now, please?

Posted by: pedro | Jan 14 2005 6:16 utc | 55

Pedro: as long as the disease is limited to 1 in 5000 people and the test is reasonably accurate for both positives and negatives, you cannot get exactly 95% confidence in both positives and negatives. (If you do the math, you find that there would have to be a negative number of people in two of the cells of the table. Otherwise, you can’t get the populations to add up to one million and only 200 people with the disease.)

There are two ways you could get 95% confidence that a positive is “really” a positive, all else being left as specified:

  1. Make the test more accurate: if the test is only wrong 0.001052831% of the time, then a positive is “really” a positive 95.00…% of the time. (And a negative is almost always “really” a negative — out of one hundred million people, you would only get two false negatives.)
  2. Make the disease more common: if exactly half the population has the disease, then a positive will “really” be a positive exactly 95% of the time. (And, unlike in option 1, a negative will “really” be a negative exactly 95% of the time, which is what you were technically asking for, although I suspect you would prefer something better if you could get it.)

Since we’re using this, I take it in my near-exhausted, elephantine way, as a metaphor for stopping terrorism, the second option is really not something we want to do. 😉 The first option is a nice thought (well, sort of — it would still result in about 10 false positives in a population of 1000000) but if things were that easy, presumably the FBI, the CIA, and/or the DHS would have taken some time out of their busy schedules of misappropriating funds, detaining innocent people, and racial profiling to devise such a test, if only to avoid complaints, and the problem would already be solved; there would only be about 120 undetected terrorists running loose in the whole world, and presumably they would get picked off as they made trouble. So we’re back where we started.

Posted by: Blind Misery | Jan 14 2005 8:16 utc | 56

Whoops! Forgot to move a decimal point (cursèd unhelpful spreadsheet program; you will rue the day you caused me to misread a decimal!). That should be “billion”, not “hundred million” above, and “12” instead of “120”. I know it’s finally time for bed when I start making that kind of mistake.

Posted by: Blind Misery | Jan 14 2005 8:23 utc | 57

Kudos, Blind misery, that was very well done.
The trick is indeed semantic, in that the 95% refer to the global population, which basically means that you’ll get wrong results for 5% of the whole population. People may think it’s ok at first sight, but when you look closely at it and at the havoc it really creates (as in nearly 5% of your population scared to death for no reason), one can wonder if the test should be applied alone or shouldn’t be discarded if it’s the only way of finding the disease. Bottom-line is that tests with such reliability are bunk alone and should be corroborated by a host of other hints and evidences before being of any real value. Then, it also means that the usual margins of error are still way too ludicrously big and we should indeed aim at 99.9% reliability. By the way, this is also one of my main issue with polls, which are far more unreliable than people think, and even than what the official margins of error seem to say I’m definitely of the opinion than with a country the size of the US, you can’t get decent random polling unless you pick something close to 10.000 people, instead of the 1.000 or less usually used; at least when the gap between answers is less than 10%, since a 3 +/- margin of error would mean that any election polling with 47/53 or closer is just a black box – of course, if a 1.000 decently made poll shows a 75% majority, there’s far less need to refine it.

Posted by: CluelessJoe | Jan 14 2005 11:59 utc | 58

@Blind Misery
By the way — as long as we’re speaking of ASCII art and related matters — is there any chance that the stylesheet and design of the “Preview” page could be altered so that the preview uses exactly the same styles as the final page?
Unfortunatly not. I can influence the stylesheets of the general pages, but not of the preview pages. A limit of the Typepad system MoA is running on.

Posted by: b | Jan 14 2005 12:49 utc | 59

After a sleep in which I dreamed of flying percentages, the picture became clearer to me – with the help of Blind Misery’s table and his & CluelessJoe’s comments.
The test is 95% reliable when you look at it retrospectively inside specific populations – dieased people, healthy people. In other words, if you look at the table’s columns. What is being said is, “out of x people who had the disease, y turned out to have tested correctly”. Of course, when you’re talking about false positives and false negatives, that’s the only way to go, because only diseased people can produce false negatives and vice-versa.
Perhaps that’s how it’s done in the medical world. I still fail to see, however, what could be the utility of such an information in a real patient-doctor context. Presumably, when you take the test you have not yet been pigeonholed into one of the two categories, since the test’s purpose would be to do just that. The only category you belong to at this precise moment is “general population”, which requires you to look at the test’s accuracy prospectively – “out of x people who tested positive, y turned out to have the disease”. In other words, you look at the rows. In that category the values of 0,37% (for positive results) and 99.99% (for negative results) seem to apply, and would indicate that if you tested positive you should undergo additional testing to refine the diagnostics. If a test was said to have 95% accuracy in this case, then you would know straight away that you had a 95% probability of actually having the disease.
So, apparently, the problem seems to be mostly one of semantics and protocol. But, stubborn as I am, I still wonder why use the first set of parameters instead of the second, which yields no information about false positives/negatives, but does away with the need to know the incidence beforehand and indicates instantly to the patient the real probability of his having the disease. Is there some flaw in my reasoning? Help, BlindMisery & others!

Posted by: pedro | Jan 14 2005 15:45 utc | 60

Well, pedro, I’m just guessing here, but perhaps the semantics and protocol of the first set could be shown to have some rhetorical value. Doctors in search of diseases have to form alliances with their subjects (call them, if you like, the “hosts” of those diseases), they have to convince them that taking the test is in their interests, that follow-up sessions are in their interests, and that full and truthful answers are in their interests. This isn’t easy to do, and shouldn’t be (I once participated in a soi disant “longitudinal study” that proved to be nothing more than a stress-test in disguise ). Doctors have to vouch for the importance of their tests, and their accuracy, and have to reassure their subjects that their findings aren’t likely to be terrible (1/5000, for instance, can sound like a safe number). But then again Jérôme was posing a math problem as such, and not a rhetorical problem as such….

Posted by: alabama | Jan 14 2005 16:17 utc | 61

Though I don´t work in the medicin industry I have some guesses why test accuracy (95%) can be more relevant then testing accuracy (0.4%).
The test accuracy can be measured by testing samples from ill people (that has developed the desease beyond resonable doubt) and a test group, unlikely to be carriers.
The test accuracy is constant but the accuracy of the test result (testing accuracy) depends on the measured population. A test can therefore be relevant to use in a population were a decease is common, but not relevant in a population were the decease is rare. Thus the accuracy of the testing depends on the tested population, which in turn depends on the skill of the doctors (as they generally test were they see reason to and not otherwise (except in Jerome´s example)). So the accuracy of the testing is not constant except where you test whole populations.
All swedish women are tested for breast cancer in a certain age interval (it is not mandatory, but it is cheap and generally considered good, so it is uncommon to decline). In such cases and only in such cases can the testing accuracy be ascertained properly.

Posted by: A swedish kind of death | Jan 15 2005 2:18 utc | 62

For every person who is found to have the disease, there could have been 250 false positives. 5% error rate divided by an incidence rate of .0002 equals 250.

Posted by: bfett | Jan 15 2005 16:20 utc | 63

For an excellent presentation intended to provide an “intuitive explanation” for statistical calculations like these (using what is called Baysian logic), see:
http://yudkowsky.net/bayes/bayes.html

Posted by: KuDeTa | Jan 17 2005 7:07 utc | 64