ROC Curves for Continuous Data

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“k10031final” — 2009/4/6 — 12:30 — page 186 — #194

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186 CHAPTER 10. SUBSTANTIVE APPLICATIONS

are binary (alarm/no alarm), either intrinsically or after conversion

from a probability via a fixed threshold. The idea of the ROL curve

is again to examine the correct/false alarm relationship, but instead of

taking the events as fixed and varying the probability threshold that

defines an alarm, the alarm probabilities are taken as fixed and the

intensity threshold that defines an event is varied.

To illustrate the idea, consider some data from Mason and Graham

(2002) that came from an investigation of different probability forecasts

of above-median March-May precipitation over North-East Brazil for

1981-1995. The actual precipitation is expressed as an index ...