Buch ; Online: Optimal ROC Curves from Score Variable Threshold Tests
2020
Abstract: The Receiver Operating Characteristic (ROC) is a well-established representation of the tradeoff between detection and false alarm probabilities in binary hypothesis testing. In many practical contexts ROC's are generated by thresholding a measured score ...
| Abstract | The Receiver Operating Characteristic (ROC) is a well-established representation of the tradeoff between detection and false alarm probabilities in binary hypothesis testing. In many practical contexts ROC's are generated by thresholding a measured score variable -- applying score variable threshold tests (SVT's). In many cases the resulting curve is different from the likelihood ratio test (LRT) ROC and is therefore not Neyman-Pearson optimal. While it is well-understood that concavity is a necessary condition for an ROC to be Neyman-Pearson optimal, this paper establishes that it is also a sufficient condition in the case where the ROC was generated using SVT's. It further defines a constructive procedure by which the LRT ROC can be generated from a non-concave SVT ROC, without requiring explicit knowledge of the conditional PDF's of the score variable. If the conditional PDF's are known, the procedure implicitly provides a way of redesigning the test so that it is equivalent to an LRT. |
|---|---|
| Schlagwörter | Mathematics - Statistics Theory ; Electrical Engineering and Systems Science - Signal Processing ; Statistics - Methodology |
| Thema/Rubrik (Code) | 310 |
| Erscheinungsdatum | 2020-12-15 |
| Erscheinungsland | us |
| Dokumenttyp | Buch ; Online |
| Datenquelle | BASE - Bielefeld Academic Search Engine (Lebenswissenschaftliche Auswahl) |
Volltext online
Zusatzmaterialien
Kategorien
Fernleihe an ZB MED
Sie können sich den gewünschten Titel als lokale Nutzerin oder lokaler Nutzer von ZB MED direkt an den Standort Köln schicken lassen.