Abstract
The receiver operating characteristic (ROC) curve is a useful graph-ical tool for analyzing the performance of a binary classifier. The area under the ROC curve (AUC) is a scalar measure of the classifier's per-formance. In this note we analyze the ROC curve derived under the assumption that the class distributions follow the Pareto model. We derive the equation of the ROC curve and compute the corresponding AUC. In addition, we discuss the optimal threshold for the classifier performance.
Original language | English |
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Pages (from-to) | 461-466 |
Number of pages | 6 |
Journal | Applied Mathematical Sciences |
Volume | 10 |
Issue number | 9-12 |
DOIs | |
Publication status | Published - 2016 |
Externally published | Yes |
Keywords
- Pareto distribution
- ROC
ASJC Scopus subject areas
- Applied Mathematics