On shape properties of the receiver operating characteristic curve

B Bhattacharya; G Hughes

doi:10.1016/j.spl.2015.04.003

On shape properties of the receiver operating characteristic curve

B Bhattacharya, G Hughes

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8 Citations (Scopus)

Abstract

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. © 2015 Elsevier B.V. All rights reserved.

Original language	English
Pages (from-to)	73 - 79
Number of pages	7
Journal	Statistics and Probability Letters
Volume	103
DOIs	https://doi.org/10.1016/j.spl.2015.04.003
Publication status	First published - 2015

Bibliographical note

1023370

Keywords

Asymmetry
Entropy
Kullback-Leibler divergence
ROC
Relative distributions

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10.1016/j.spl.2015.04.003

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title = "On shape properties of the receiver operating characteristic curve",

abstract = "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. {\textcopyright} 2015 Elsevier B.V. All rights reserved.",

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author = "B Bhattacharya and G Hughes",

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year = "2015",

doi = "10.1016/j.spl.2015.04.003",

language = "English",

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T1 - On shape properties of the receiver operating characteristic curve

AU - Bhattacharya, B

AU - Hughes, G

N1 - 1023370

PY - 2015

Y1 - 2015

N2 - 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. © 2015 Elsevier B.V. All rights reserved.

AB - 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. © 2015 Elsevier B.V. All rights reserved.

KW - Asymmetry

KW - Entropy

KW - Kullback-Leibler divergence

KW - ROC

KW - Relative distributions

U2 - 10.1016/j.spl.2015.04.003

DO - 10.1016/j.spl.2015.04.003

M3 - Article

VL - 103

SP - 73

EP - 79

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

On shape properties of the receiver operating characteristic curve

Abstract

Bibliographical note

Keywords

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