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

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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.
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