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Distance between probability measures based on the relative operating characteristic curves

 

作者: Rolando Biscay,   Roberto Pascual,  

 

期刊: Statistics  (Taylor Available online 1993)
卷期: Volume 24, issue 4  

页码: 371-376

 

ISSN:0233-1888

 

年代: 1993

 

DOI:10.1080/02331888308802424

 

出版商: Gordon and Breach Science Publishers S.A.

 

关键词: Probability distance;ROC curve;feature evaluation

 

数据来源: Taylor

 

摘要:

In this paper a new distance between probability measures is introduced. The definition of the distance is based on the use of ROC (Relative Operating Characteristic) curves to evaluate the accuracv of discriminant Statistics. Basic properties concerning this distance are studied, sucu as its relation with the error probabilities, with Fisher's separability measure and with the area under ROC curves.

 

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