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ROC Curve for Multivariate Random Variables
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 Title & Authors
ROC Curve for Multivariate Random Variables
Hong, Chong Sun;
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The ROC curve is drawn with two conditional cumulative distribution functions (or survival functions) of the univariate random variable. In this work, we consider joint cumulative distribution functions of k random variables, and suggest a ROC curve for multivariate random variables. With regard to the values on the line, which passes through two mean vectors of dichotomous states, a joint cumulative distribution function can be regarded as a function of the univariate variable. After this function is modified to satisfy the properties of the cumulative distribution function, a ROC curve might be derived; moreover, some illustrative examples are demonstrated.
Classification;default;discrimination;FPR;ROC curve;threshold;TPR;
 Cited by
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