Journal of Advanced Statistics
Testing the Difference of the ROC Curves in Bi-Pareto Model
Download PDF (224.6 KB) PP. 17 - 24 Pub. Date: March 1, 2016
Author(s)
- Kanchan Jain*
Department of Statistics, Panjab University, Chandigarh, India. - Bhavna Kaushal
Department of Statistics, Panjab University, Chandigarh, India. - Suresh K. Sharma
Department of Statistics, Panjab University, Chandigarh, India.
Abstract
demonstrate the testing procedure.
Keywords
References
[1] S. Satchell and W. Xia, Parametrical Models of the ROC Curve: Applications to Credit Rating Model Validation, Quantitative Finance Research Centre Research, Paper 181, University of Technology, Sydney, 2006.
[2] W. J. Krzanowski and D. J. Hand, ROC Curves for Continuous Data, Taylor and Francis Group, New York, 2009.
[3] D. Bamber, The Area above the Ordinal Dominance Graph and the Area below the Receiver Operating Characteristic Graph, Journal of Mathematical Psychology, 12, 1975, pp. 387-415.
[4] J.A. Hanley and B.J. McNeil, The Meaning and Use of the Area Under ROC Curve, Radiology, 4, 1982, pp. 49-58.
[5] D. M. Green and J.A. Swets, Signal Detection Theory and Psychophysics, Wiley, New York, 1966.
[6] A.P. Bradley, The Use of the Area Under ROC Curve in the Evaluation of Machine Learning Algorithms, Pattern Recognition, 30, 1077, pp.1145-1159.
[7] C. E. Metz and H. B. Kronman, Statistical Significance Tests for Binormal ROC Curves, Journal of Mathematical Psychology, 22, 1980, pp.218–243.
[8] M. Betinec, Testing The Difference of the ROC Curves in Biexponential Model, Tatra Mountains Mathematical Publications, 39, 2008, pp.215-223.
[9] B. Kaushal, K. Jain, and S. K. Sharma, Estimation of Area under Receiver Operating Characteristic Curve for Bi-Pareto and Bi-Two Parameter Exponential Models, Open Journal of Statistics, 4(1), 2014, pp.1-10.
[10] N. L. Johnson, S. Kotz and A. W. Kemp, Univariate Discrete Distributions, (2nd ed.), John Wiley & Sons, New York, 1993.
[11] J. P. Klein and M. L. Moeschberger, Survival Analysis Techniques for Censored and Truncated Data., Springer-Verlag, New York, 2003.