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ROC Analyses Based on Measuring Evidence Using the Relative Belief Ratio
Luai Al-Labadi1, Michael Evans2, Qiaoyu Liang2
1Department of Mathematical and Computational Sciences, University of Toronto Mississauga, Mississauga, ON L5L 1C6, Canada.
Abstract:
ROC (Receiver Operating Characteristic) analyses are considered under a variety of assumptions concerning the distributions of a measurement X in two populations. These include the binormal model as well as nonparametric models where little is assumed about the form of distributions. The methodology is based on a characterization of statistical evidence which is dependent on the specification of prior distributions for the unknown population distributions as well as for the relevant prevalence w of the disease in a given population. In all cases, elicitation algorithms are provided to guide the selection of the priors. Inferences are derived for the AUC (Area Under the Curve), the cutoff c used for classification as well as the error characteristics used to assess the quality of the classification.
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