Bounds on the area under the ROC curve
Jeffrey H. Shapiro
Abstract
Jeffrey H. Shapiro
Abstract
Upper and lower bounds are derived for the area under the receiver-operating-characteristic (ROC) curve of binary hypothesis testing. These results are compared with the area-under-the-curve (AUC) approximation and the AUC lower bound recently reported by Barrett et al. [J. Opt. Soc. Am A15, 1520 (1998)].
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Upper and lower bounds are derived for the area under the receiver-operating-characteristic (ROC) curve of binary hypothesis testing. These results are compared with the area-under-the-curve (AUC) approximation and the AUC lower bound recently reported by Barrett et al. [J. Opt. Soc. Am A15, 1520 (1998)].
Key concepts: Receiver operating characteristic, Area under curve, Upper and lower bounds, Area under the curve, Mathematics, Binary number, Growth curve (statistics), Statistics