Relationship between Brier score and area under the binormal ROC curve

Mitsuru Ikeda1, Takeo Ishigaki, Kazunobu Yamauchi

  • 1Department of Medical Information and Medical Records, Nagoya University Hospital, 65, Tsurumai-cho, Showa-ku, Nagoya 466-8560, Japan. a40495a@nucc.cc.nagoya-u.ac.jp

Related Concept Videos

z Scores and Area Under the Curve01:17

z Scores and Area Under the Curve

z scores are the standardized values obtained after converting a normal distribution into a standard normal distribution. A z score is measured in units of the standard deviation. The z score tells you how many standard deviations the value x is above (to the right of) or below (to the left of) the mean, μ. Values of x that are larger than the mean have positive z scores, and values of x that are smaller than the mean have negative z scores. If x equals the mean, then x has a z score of zero.
Coefficient of Correlation01:12

Coefficient of Correlation

The correlation coefficient, r, developed by Karl Pearson in the early 1900s, is numerical and provides a measure of strength and direction of the linear association between the independent variable x and the dependent variable y.
If you suspect a linear relationship between x and y, then r can measure how strong the linear relationship is.
What the VALUE of r tells us:
The value of r is always between –1 and +1: –1 ≤ r ≤ 1.
The size of the correlation r indicates the strength of the linear...
Calculating and Interpreting the Linear Correlation Coefficient01:11

Calculating and Interpreting the Linear Correlation Coefficient

The correlation coefficient, r, developed by Karl Pearson in the early 1900s, is numerical and provides a measure of strength and direction of the linear association between the independent variable, x, and the dependent variable, y. Hence, it is also known as the Pearson product-moment correlation coefficient. It can be calculated using the following equation:
Spearman's Rank Correlation Test01:20

Spearman's Rank Correlation Test

Spearman's rank correlation test, also known as Spearman's rho, is a nonparametric method for assessing the strength and direction of association between two variables. This test is particularly valuable when the data distribution is unknown or when the assumption of normality does not hold. Named after the English psychologist and statistician Dr. Charles Edward Spearman, it serves as the nonparametric counterpart to Pearson's correlation coefficient.
Spearman's test calculates correlation by...
Calibration Curves: Correlation Coefficient01:10

Calibration Curves: Correlation Coefficient

In a linear calibration curve, there is a value called the calibration coefficient, denoted by 'r,' which measures the strength and the direction of association between two variables. The correlation coefficient value ranges from −1 to +1. A value of +1 indicates a perfect positive linear correlation, −1 denotes a perfect negative correlation, and 0 implies no correlation between the two variables. A positive correlation value establishes that as one variable increases, the other increases, and...
Receiver Operating Characteristic Plot01:15

Receiver Operating Characteristic Plot

A ROC (Receiver Operating Characteristic) plot is a graphical tool used to assess the performance of a binary classification model by illustrating the trade-off between sensitivity (true positive rate) and specificity (false positive rate). By plotting sensitivity against 1 - specificity across various threshold settings, the ROC curve shows how well the model distinguishes between classes, with a curve closer to the top-left corner indicating a more accurate model. The area under the ROC curve...