Epsilon-skew-binormal receiver operating characteristic (ROC) curves
نویسندگان
چکیده
In this note we extend the well-known binormal model via implementation of the epsilon-skew-normal (ESN) distribution developed by Mudholkar and Hutson (2000). We derive the equation for the receiver operating characteristic (ROC) curve assuming epsilon-skew-binormal (ESBN) model and examine the behavior of the maximum likelihood estimates for estimating the ESBN parameters. We then summarize the results of a simulation study to examine the asymptotic properties of the maximum likelihood estimates in the ESBN model and compare with the maximum likelihood estimates in the binormal
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