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Odhady ROC a ODC křivky v binormálním modelu pomocí nejlepších nestranných odhadů distribuční funkce
Title in English | The ROC and ODC curves estimators in binormal model by means of the best unbiased estimators of the CDF |
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Authors | |
Year of publication | 2005 |
Type | Article in Proceedings |
Conference | XXIII. mezinárodní kolokvium o řízení osvojovacího procesu, Sborník abstraktů a elektronických verzí příspěvků na CD-ROMu |
MU Faculty or unit | |
Citation | |
Field | Applied statistics, operation research |
Keywords | ROC curve; ODC curve; the best unbiased estimate; CDF |
Description | The best unbiased estimator of CDF for normal distribution is used for the estimation of ROC and ODC curves in binormal model. The suggested algorithm is based on the properties of incomplete beta function and it is implemented in MATLAB. The properties of the estimators are demonstrated by simulations. The advantages of the suggested estimator are well recognized when the sample sizes are small. |
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