Confidence intervals and bands for the binormal ROC curve revisited
نویسندگان
چکیده
منابع مشابه
Confidence Intervals for the Area Under the ROC Curve
In many applications, good ranking is a highly desirable performance for a classifier. The criterion commonly used to measure the ranking quality of a classification algorithm is the area under the ROC curve (AUC). To report it properly, it is crucial to determine an interval of confidence for its value. This paper provides confidence intervals for the AUC based on a statistical and combinatori...
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We investigate rank-based studentized permutation methods for the nonparametric Behrens-Fisher problem, i.e. inference methods for the area under the ROC-curve (AUC). We hereby prove that the studentized permutation distribution of the Brunner-Munzel rank statistic is asymptotically standard normal, even under the alternative. This does not only imply consistency of the corresponding permutatio...
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ژورنال
عنوان ژورنال: Journal of Applied Statistics
سال: 2012
ISSN: 0266-4763,1360-0532
DOI: 10.1080/02664763.2011.578616