TITLE:
Estimation of Area under Receiver Operating Characteristic Curve for Bi-Pareto and Bi-Two Parameter Exponential Models
AUTHORS:
Bhavna Kaushal, Kanchan Jain, Suresh K. Sharma
KEYWORDS:
ROC; AUROC; Pareto; Two Parameter Exponential; Root Mean Square Error; Mean Absolute Error
JOURNAL NAME:
Open Journal of Statistics,
Vol.4 No.1,
January
27,
2014
ABSTRACT: In this paper, we find the ROC curves for Bi-Pareto and Bi-two parameter
exponential distributions. Theoretical, parametric and non-parametric values of
area under receiver operating characteristic (AUROC) curve for different parametric
combinations have been calculated using simulations. These values are compared
in terms of root mean square and mean absolute errors. The results are
demonstrated for two real data sets.