Odhady ROC a ODC křivky v binormálním modelu pomocí nejlepších nestranných odhadů distribuční funkce

Warning

This publication doesn't include Faculty of Education. It includes Faculty of Economics and Administration. Official publication website can be found on muni.cz.

Title in English	The ROC and ODC curves estimators in binormal model by means of the best unbiased estimators of the CDF
Authors	MICHÁLEK Jaroslav VESELÝ Vítězslav
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	Faculty of Economics and Administration
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.
Related projects:	Dynamic Geovisualisation in Crises Management