On shape properties of the receiver operating characteristic curve

B Bhattacharya, G Hughes

Research output: Contribution to journalArticle

6 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 languageEnglish
Pages (from-to)73 - 79
Number of pages7
JournalStatistics and Probability Letters
Volume103
DOIs
Publication statusFirst published - 2015

Bibliographical note

1023370

Keywords

  • Asymmetry
  • Entropy
  • Kullback-Leibler divergence
  • ROC
  • Relative distributions

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