Receiver operating characteristic

Rare card · No. 56844

A receiver operating characteristic curve, or ROC curve, is a graphical plot that illustrates the performance of a binary classifier model (although it can be generalized to multiple classes) at varying threshold values. ROC analysis is commonly applied in the assessment of diagnostic test performance in clinical epidemiology. The ROC curve is the plot of the true positive rate (TPR) against the false positive rate (FPR) at each threshold setting. The ROC can also be thought of as a plot of the statistical power as a function of the Type I Error of the decision rule (when the performance is calculated from just a sample of the population, it can be thought of as estimators of these quantities). The ROC curve is thus the sensitivity as a function of false positive rate. Given that the probability distributions for both true positive and false positive are known, the ROC curve is obtained as the cumulative distribution function (CDF, area under the probability distribution from...

Read on Wikipedia · Image BOR at English Wikipedia, CC BY-SA 3.0