On shape properties of the receiver operating characteristic curve

被引：6
|
作者：
Bhattacharya, Bhaskar [1 ]
Hughes, Gareth [2 ]
机构：
[1] So Illinois Univ, Dept Math, Carbondale, IL 62901 USA
[2] Scotlands Rural Coll, Edinburgh EH9 3JG, Midlothian, Scotland
来源：
STATISTICS & PROBABILITY LETTERS | 2015年 / 103卷
基金：
美国国家科学基金会;
关键词：
Asymmetry; Kullback-Leibler divergence; Entropy; Relative distributions; ROC; SYMMETRY;
D O I：
10.1016/j.spl.2015.04.003
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We present formal definitions of two commonly observed asymmetries in a concave receiver operating characteristic curve. The main theorem of the paper proves that the Kullback-Leibler divergences between the underlying signal and noise variables are ordered based on these asymmetries. This result is true for any continuous distributions of the signal and noise variables. (C) 2015 Elsevier B.V. All rights reserved.
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页码：73 / 79
页数：7
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