The Observation Theory EncyclopediaFrom TSKAboutBy kindBy chapterBy Lean fileLedgerProvenance

chance level concept

DefinitionThe value a rank statistic reaches on average under a random ranking. Zero for a correlation, one half for AUROC. Chapter 0 section 0.8. Also chance overlap, times chance.
ExampleA constant score has AUROC 0.5, and recall at 10 from 100000 rows at random is 0.0001.
BookData Mining as Observation, draft 0.2, commit f3914f0; entry id chance-level, kind concept.
Statusno ledger row names this entry. Corrections: none recorded.
Defining equation

Book equation 0.38.

Assumptions and scope
  • The value a rank statistic reaches under a ranking that carries no information. A constant score ties every pair, so its AUROC is one half when both classes are present, its Kendall correlation with any score is zero, and its reliability weight is zero.
  • Every reading the probe reports comes with its chance overlap beside it, and a gate subtracts the chance level before it counts a margin.
Prior artnone recorded
Evidencelean/DataMiningAsObservation/ChanceLevel.lean
Reviewednot yet reviewed; generated 2026-09-10 from records at the commits on the provenance page.
00.51statisticchancesystembar
The score a null scorer reaches, which a bar must clear.

Equation

Book equation 0.38.

\[w=\max\big(0,\ 2\cdot\mathrm{AUROC}-1\big).\]

Conditions

Conditions are curated in entries.toml rather than read from a record.

Ledger

none

First stated

Chapter 0 section 0.8 of Data Mining as Observation, with the program’s chance-overlap reporting in readscope/readscope/metrics.py:31-99.

Measurements

none

Failures and corrections

none

Invariance envelope

none declared

Machine checked

lean/DataMiningAsObservation/ChanceLevel.lean, theorems aurocNum_const, auroc_const, weight_const, tau_const, at observation-data-mining f3914f0; what the check covers is stated in the book’s appendix C.

Used in

Data Mining as Observation primer S, chapters 0, 3, 6, 11.

Related

reliability weight; cross-corpus gate; Kendall correlation; harness.

See also

Book equations stated beside the entry’s terms, not defining it: 0.16, 0.15.

Status

Generated 2026-09-10 by encyclopedia/generate.py; book at observation-data-mining f3914f0; the commit of every record is listed in the encyclopedia’s provenance.

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