Some mathematical properties of the ROC curve and their applications

被引：24

作者：

Cali, Camilla ^{[1
]}

Longobardi, Maria ^{[1
]}

机构：

[1] Univ Napoli Federico II, Dipartimento Matemat & Applicaz, Via Cintia, Naples, Italy

来源：

RICERCHE DI MATEMATICA | 2015年 / 64卷 / 02期

关键词：

ROC curve; Stochastic orders; Statistical hypoteses testing;

D O I：

10.1007/s11587-015-0246-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we present ROC methodology and analyze the ROC curve. We describe first the historical background and its relation with signal detection theory. Some mathematical properties of this curve are given, and in particular the relation with stochastic orders and statistical hypotheses testing are described. We present also a medical application of the Neymann-Pearson lemma.

引用

页码：391 / 402

页数：12

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