On shape properties of the receiver operating characteristic curve

Bhaskar Bhattacharya and Gareth Hughes

Statistics & Probability Letters, 2015, vol. 103, issue C, 73-79

Abstract: We present formal definitions of two commonly observed asymmetries in a concave receiver operating characteristic curve. The main theorem of the paper proves that the Kullback–Leibler divergences between the underlying signal and noise variables are ordered based on these asymmetries. This result is true for any continuous distributions of the signal and noise variables.

Keywords: Asymmetry; Kullback–Leibler divergence; Entropy; Relative distributions; ROC (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.04.003

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