ROC Curves for Continuous Data

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“k10031final” — 2009/4/6 — 12:30 — page vii — #1

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Contents

About the Authors xi

Preface xiii

Chapter 1: Introduction 1

1.1 Background 1

1.2 Classification 2

1.3 Classifier performance assessment 6

1.4 The ROC curve 11

1.5 Further reading 14

Chapter 2: Population ROC curves 17

2.1 Introduction 17

2.2 The ROC curve 18

2.3 Slope of the ROC curve and optimality results 24

2.4 Summary indices of the ROC curve 25

2.5 The binormal model 31

2.6 Further reading 35

Chapter 3: Estimation 37

3.1 Introduction 37

3.2 Preliminaries: classification rule and error rates 39

3.3 Estimation of ROC curves 41

3.4 Sampling properties and confidence intervals 57

3.5 Estimating summary indices 63

3.6 Further reading 74

Chapter 4: Further inference on single curves 75

4.1 Introduction