In this paper we present ROC methodology and analyze the ROC curve. We describe first the historical background and its relation with signal detection theory. Some mathematical properties of this curve are given, and in particular the relation with stochastic orders and statistical hypotheses testing are described. We present also a medical application of the Neymann–Pearson lemma.

Some mathematical properties of the ROC curve and their applications / Cali', Camilla; Longobardi, Maria. - In: RICERCHE DI MATEMATICA. - ISSN 1827-3491. - 64:2(2015), pp. 391-402. [10.1007/s11587-015-0246-8]

Some mathematical properties of the ROC curve and their applications

LONGOBARDI, MARIA
2015

Abstract

In this paper we present ROC methodology and analyze the ROC curve. We describe first the historical background and its relation with signal detection theory. Some mathematical properties of this curve are given, and in particular the relation with stochastic orders and statistical hypotheses testing are described. We present also a medical application of the Neymann–Pearson lemma.
2015
Some mathematical properties of the ROC curve and their applications / Cali', Camilla; Longobardi, Maria. - In: RICERCHE DI MATEMATICA. - ISSN 1827-3491. - 64:2(2015), pp. 391-402. [10.1007/s11587-015-0246-8]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/621758
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