Nonparametric estimation of the ROC curve based on smoothed empirical distribution functions

Authors:
Alicja Jokiel-Rokita;Michał Pulit
Affiliations:
Institute of Mathematics and Computer Science, Wrocław University of Technology, Wroclaw, Poland;Institute of Mathematics and Computer Science, Wrocław University of Technology, Wroclaw, Poland
Venue:
Statistics and Computing
Year:
2013

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Edge detector evaluation using empirical ROC curves

Computer Vision and Image Understanding - Special issue on empirical evaluation of computer vision algorithms
ROC Curves for Continuous Data

ROC Curves for Continuous Data

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Abstract

The receiver operating characteristic (ROC) curve is a graphical representation of the relationship between false positive and true positive rates. It is a widely used statistical tool for describing the accuracy of a diagnostic test. In this paper we propose a new nonparametric ROC curve estimator based on the smoothed empirical distribution functions. We prove its strong consistency and perform a simulation study to compare it with some other popular nonparametric estimators of the ROC curve. We also apply the proposed method to a real data set.