JOURNAL BROWSE
Search
Advanced SearchSearch Tips
ROC Curve Fitting with Normal Mixtures
facebook(new window)  Pirnt(new window) E-mail(new window) Excel Download
 Title & Authors
ROC Curve Fitting with Normal Mixtures
Hong, Chong-Sun; Lee, Won-Yong;
  PDF(new window)
 Abstract
There are many researches that have considered the distribution functions and appropriate covariates corresponding to the scores in order to improve the accuracy of a diagnostic test, including the ROC curve that is represented with the relations of the sensitivity and the specificity. The ROC analysis was used by the regression model including some covariates under the assumptions that its distribution function is known or estimable. In this work, we consider a general situation that both the distribution function and the elects of covariates are unknown. For the ROC analysis, the mixtures of normal distributions are used to estimate the distribution function fitted to the credit evaluation data that is consisted of the score random variable and two sub-populations of parameters. The AUC measure is explored to compare with the nonparametric and empirical ROC curve. We conclude that the method using normal mixtures is fitted to the classical one better than other methods.
 Keywords
Classification model;credit evaluation;quasi-likelihood;threshold;
 Language
Korean
 Cited by
1.
정규혼합분포에서 최소오류의 분류정확도 측도,홍종선;;홍선우;김강천;

Journal of the Korean Data and Information Science Society, 2011. vol.22. 4, pp.619-630
2.
ROC 함수 추정,홍종선;;홍선우;

응용통계연구, 2011. vol.24. 6, pp.987-994 crossref(new window)
3.
이변량 ROC곡선,홍종선;김강천;정진아;

Communications for Statistical Applications and Methods, 2012. vol.19. 2, pp.277-286 crossref(new window)
4.
대안적인 분류기준: 오분류율곱,홍종선;김효민;김동규;

응용통계연구, 2014. vol.27. 5, pp.773-786 crossref(new window)
1.
Alternative Optimal Threshold Criteria: MFR, Korean Journal of Applied Statistics, 2014, 27, 5, 773  crossref(new windwow)
2.
ROC Function Estimation, Korean Journal of Applied Statistics, 2011, 24, 6, 987  crossref(new windwow)
 References
1.
홍종선, 주재선, 최진수 (2010). 혼합분포에서의 최적분류점, <응용통계연구>, 23, 13-28.

2.
홍종선, 최진수 (2009). ROC와 CAP 곡선에서의 최적분류점, <응용통계연구>, 22, 911-921.

3.
Drummond, C. and Holte, R. C. (2006). Cost curves: An improved method for visualizing classifier performance, Machine Learning, 65, 95-130. crossref(new window)

4.
Engelmann, B., Hayden, E. and Tasche, D. (2003). Measuring the discriminative power of rating systems, Discussion Paper, Series 2: Banking and Financial Supervision.

5.
Fawcett, T. (2003). ROC Graphs: Notes and practical considerations for data mining researchers, Technical Report HPL-2003-4, HP Laboratories, 1-28.

6.
Gatsonis, C. A., Begg, C. B. and Wieand, S. A. (1995). Introduction to advances in statistical methods for diagnostic radiology: A symposium, Academic Radiology, 2, S1-3. crossref(new window)

7.
Hanley, A. and McNeil, B. (1982). The meaning and use of the area under a receiver operating characteristics curve, Diagnostic Radiology, 143, 29-36.

8.
McCullagh, P. and Nelder, J. A. (1983). Quasi-likelihood functions, Annals of Statistics, 11, 59-67. crossref(new window)

9.
Pepe, M. S. (1998). Three approaches to regression analysis of receiver operating characteristic curves for continuous test results, Biometrics, 54, 124-135. crossref(new window)

10.
Pepe, M. S. (2003). The Statistical Evaluation of Medical Tests for Classification and Prediction, University Press, Oxford.

11.
Provost, F. and Fawcett, T. (1997). Analysis and visualization of classifier performance comparison under imprecise class and cost distributions, In Proceedings of the Third International Conference on Knowledge Discovery and Data Mining, 43-48.

12.
Provost, F. and Fawcett, T. (2001). Robust classification for imprecise environments, Machine Learning, 42, 203-231. crossref(new window)

13.
Sobehart, J. R. and Keenan, S. C. (2001). Measuring default accurately, credit risk special report, Risk, 14, 31-33.

14.
Stover, L., Gorga, M. P. and Neely, T. (1996). Towards optimizing the clinical utility of distortion product otoacoustic emission measurements, Journal of the Acoustical Society of America, 100, 956-967. crossref(new window)

15.
Swets, J. A. (1988). Measuring the accuracy of diagnostic systems, American Association for the Advancement of Science, 240, 1285-1293. crossref(new window)

16.
Swets, J. A. and Pickett, R. M. (1982). Evaluation Diagnostic Systems, Methods from Signal Detection Theory, Academic Press, New York.

17.
Tasche, D. (2006). Validation of internal rating systems and PD estimates, On-line bibliography available from: http://arXiv:physics/0606071.

18.
Zou, K. H. (2002). Receiver operating characteristic literature research, On-line bibliography available from: http://www.spl.havard.edu/pages/ppl/zou/roc.html.