Isaac Scientific Publishing

Journal of Advanced Statistics

Testing the Difference of the ROC Curves in Bi-Pareto Model

Download PDF (224.6 KB) PP. 17 - 24 Pub. Date: March 1, 2016

DOI: 10.22606/jas.2016.11002

Author(s)

  • Kanchan Jain*
    Department of Statistics, Panjab University, Chandigarh, India.
  • Bhavna Kaushal
    Department of Statistics, Panjab University, Chandigarh, India.
  • Suresh K. Sharma
    Department of Statistics, Panjab University, Chandigarh, India.

Abstract

Receiver Operating Characteristic (ROC) curves are used for evaluation of classifier’s performance. They have applications in clinical diagnostics in medicine, computational linguistics, machine learning and data mining. In this paper, we propose a test for the equality of two ROC curves for Bi-Pareto ROC model. The asymptotic distribution of the test statistic is determined through simulations and the size of the test is computed. A real data set has been used to
demonstrate the testing procedure.

Keywords

Sensitivity, Specificity, Receiver Operating Characteristic curve (ROC), Area under ROC curve, Bi-Pareto.

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