ROC Curve for Multivariate Random Variables
분야
자연과학 > 통계학
저자
( Chong Sun Hong )
발행기관
한국통계학회
간행물정보
CSAM(Communications for Statistical Applications and Methods) 2013년, 제20권 제3호, 169~174페이지(총6페이지)
파일형식
02706305.pdf [무료 PDF 뷰어 다운로드]
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    영문초록
    The ROC curve is drawn with two conditional cumulative distribution functions (or survival functions) of the univariate random variable. In this work, we consider joint cumulative distribution functions of k random variables, and suggest a ROC curve for multivariate random variables. With regard to the values on the line, which passes through two mean vectors of dichotomous states, a joint cumulative distribution function can be regarded as a function of the univariate variable. After this function is modified to satisfy the properties of the cumulative distribution function, a ROC curve might be derived; moreover, some illustrative examples are demonstrated.
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