Confidence Interval Estimation of an ROC Curve: An Application of Generalized Half Normal and Weibull Distributions
In the recent past, the work in the area of ROC analysis gained attention in explaining the accuracy of a test and identification of the optimal threshold. Such types of ROC models are referred to as bidistributional ROC models, for example Binormal, Bi-Exponential, Bi-Logistic and so forth. However...
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| Format: | Article |
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Wiley
2015-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2015/934362 |
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| author | S. Balaswamy R. Vishnu Vardhan |
| author_facet | S. Balaswamy R. Vishnu Vardhan |
| author_sort | S. Balaswamy |
| collection | DOAJ |
| description | In the recent past, the work in the area of ROC analysis gained attention in explaining the accuracy of a test and identification of the optimal threshold. Such types of ROC models are referred to as bidistributional ROC models, for example Binormal, Bi-Exponential, Bi-Logistic and so forth. However, in practical situations, we come across data which are skewed in nature with extended tails. Then to address this issue, the accuracy of a test is to be explained by involving the scale and shape parameters. Hence, the present paper focuses on proposing an ROC model which takes into account two generalized distributions which helps in explaining the accuracy of a test. Further, confidence intervals are constructed for the proposed curve; that is, coordinates of the curve (FPR, TPR) and accuracy measure, Area Under the Curve (AUC), which helps in explaining the variability of the curve and provides the sensitivity at a particular value of specificity and vice versa. The proposed methodology is supported by a real data set and simulation studies. |
| format | Article |
| id | doaj-art-911691ca5579448699d44d9105ef1a3f |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2015-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-911691ca5579448699d44d9105ef1a3f2025-02-03T05:59:24ZengWileyJournal of Probability and Statistics1687-952X1687-95382015-01-01201510.1155/2015/934362934362Confidence Interval Estimation of an ROC Curve: An Application of Generalized Half Normal and Weibull DistributionsS. Balaswamy0R. Vishnu Vardhan1Department of Statistics, Pondicherry University, Pondicherry 605014, IndiaDepartment of Statistics, Pondicherry University, Pondicherry 605014, IndiaIn the recent past, the work in the area of ROC analysis gained attention in explaining the accuracy of a test and identification of the optimal threshold. Such types of ROC models are referred to as bidistributional ROC models, for example Binormal, Bi-Exponential, Bi-Logistic and so forth. However, in practical situations, we come across data which are skewed in nature with extended tails. Then to address this issue, the accuracy of a test is to be explained by involving the scale and shape parameters. Hence, the present paper focuses on proposing an ROC model which takes into account two generalized distributions which helps in explaining the accuracy of a test. Further, confidence intervals are constructed for the proposed curve; that is, coordinates of the curve (FPR, TPR) and accuracy measure, Area Under the Curve (AUC), which helps in explaining the variability of the curve and provides the sensitivity at a particular value of specificity and vice versa. The proposed methodology is supported by a real data set and simulation studies.http://dx.doi.org/10.1155/2015/934362 |
| spellingShingle | S. Balaswamy R. Vishnu Vardhan Confidence Interval Estimation of an ROC Curve: An Application of Generalized Half Normal and Weibull Distributions Journal of Probability and Statistics |
| title | Confidence Interval Estimation of an ROC Curve: An Application of Generalized Half Normal and Weibull Distributions |
| title_full | Confidence Interval Estimation of an ROC Curve: An Application of Generalized Half Normal and Weibull Distributions |
| title_fullStr | Confidence Interval Estimation of an ROC Curve: An Application of Generalized Half Normal and Weibull Distributions |
| title_full_unstemmed | Confidence Interval Estimation of an ROC Curve: An Application of Generalized Half Normal and Weibull Distributions |
| title_short | Confidence Interval Estimation of an ROC Curve: An Application of Generalized Half Normal and Weibull Distributions |
| title_sort | confidence interval estimation of an roc curve an application of generalized half normal and weibull distributions |
| url | http://dx.doi.org/10.1155/2015/934362 |
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