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Estimation of Area under Receiver Operating Characteristic Curve for Bi-Pareto and Bi-Two Parameter Exponential Models
Department of Statistics, Panjab University, Chandigarh, India
Department of Statistics, Panjab University, Chandigarh, India
Department of Statistics, Panjab University, Chandigarh, India
- 1 Department of Statistics, Panjab University, Chandigarh, India
- 2 Department of Statistics, Panjab University, Chandigarh, India
- 3 Department of Statistics, Panjab University, Chandigarh, India
Open Journal of Statistics·Volume 04 (2014)·Pages 1–10·Published 27 January 2014·DOI10.4236/ojs.2014.41001
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Abstract
In this paper, we find the ROC curves for Bi-Pareto and Bi-two parameter exponential distributions. Theoretical, parametric and non-parametric values of area under receiver operating characteristic (AUROC) curve for dif ferent parametric combinations have been calculated using simulations. These values are compared in terms of root mean square and mean absolute errors. The results are demonstrated for two real data sets.
KeywordsROCAUROCParetoTwo Parameter ExponentialRoot Mean Square ErrorMean Absolute Error
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