ROC curve model under Pareto distribution

Firuz Kamalov, Ho Hon Leung

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

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 languageEnglish
Pages (from-to)461-466
Number of pages6
JournalApplied Mathematical Sciences
Volume10
Issue number9-12
DOIs
Publication statusPublished - 2016
Externally publishedYes

Keywords

  • Pareto distribution
  • ROC

ASJC Scopus subject areas

  • Applied Mathematics

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