On the definition of a concentration function relevant to the ROC curve
Mauro Gasparini () and
Lidia Sacchetto ()
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Mauro Gasparini: Politecnico di Torino
Lidia Sacchetto: Politecnico di Torino and Università di Torino
METRON, 2020, vol. 78, issue 3, No 1, 277 pages
Abstract:
Abstract This work provides a definition of concentration curve alternative to the one presented on this journal by Schechtman and Schechtman (Metron 77:171–178, 2019). Our definition clarifies, at the population level, the relationship between concentration and the omnipresent ROC curve in diagnostic and classification problems.
Keywords: Likelihood ratio; Lorenz curve; Length-Biased; Gini (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metron:v:78:y:2020:i:3:d:10.1007_s40300-020-00191-5
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DOI: 10.1007/s40300-020-00191-5
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