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Standard Error of Area Under One Parameter Bi-exponential ROC Curve

Journal: International Journal of Engineering Sciences & Research Technology (IJESRT) (Vol.3, No. 8)

Publication Date:

Authors : ; ;

Page : 712-721

Keywords : Area Under the Bi-Exponential ROC Curve; Bi-Exponential ROC model; Kullback-Leibler divergence; and TPR asymmetry. (10pt Times New Roman; Justified).;

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Abstract

In this paper, properties of Bi-Exponential Receiver Operating Characteristic (ROC) curve and Area Under the ROC curve (AUC) of Bi-Exponential ROC model are discussed. The evaluation of AUC and its inference is a crucial part of ROC curve analysis. We proposed the estimation of asymptotic and exact variances for AUC ofExponential ROC curve. The Confidence Intervals for AUC using asymptotic and exact variance methods are also proposed. The proposed methods are validated by extensive simulation study as well as real life example.

Last modified: 2014-09-03 18:11:05