AN APPLICATION OF LOMAX DISTRIBUTIONS IN RECEIVER OPERATING CHARACTERISTIC (ROC) CURVE ANALYSIS

Receiver operating characteristic (ROC) curves are useful for studying the performance of diagnostic tests. ROC curves occur in many fields of applications including psychophysics, quality control and medical diagnostics. In practical situations, often the responses to a diagnostic test are classified into a number of ordered categories. Such data are referred to as ratings data. It is typically assumed that the underlying model is based on a continuous probability distribution. The ROC curve is then constructed from such data using this probability model. Properties of the ROC curve are inherited from the model. Therefore, understanding the role of different probability distributions in ROC modeling is an interesting and important area of research. In this paper the Lomax distribution is considered as a model for ratings data and the corresponding ROC curve is derived. The maximum likelihood estimation procedure for the related parameters is discussed. This procedure is then illustrated in the analysis of a neurological data example.