ROC curve model under Pareto distribution

dc.contributor.authorLeung, Ho Hon
dc.contributor.authorKamalov, Firuz
dc.date.accessioned2020-03-01T08:01:26Z
dc.date.available2020-03-01T08:01:26Z
dc.date.copyright2016
dc.date.issued2016
dc.descriptionThis article is licensed under Creative Commons License and full text is openly accessible in CUD Digital Repository. The version of the scholarly record of this article is published in Applied Mathematical Sciences (2016), accessible online through this link https://doi.org/10.12988/ams.2016.512736.en_US
dc.description.abstractThe receiver operating characteristic (ROC) curve is a useful graph-ical tool for analyzing the performance of a binary classifier. The area under the ROC curve (AUC) is a scalar measure of the classifier's per-formance. In this note we analyze the ROC curve derived under the assumption that the class distributions follow the Pareto model. We derive the equation of the ROC curve and compute the corresponding AUC. In addition, we discuss the optimal threshold for the classifier performance. © 2016 Firuz Kamalov and Ho Hon Leung.en_US
dc.identifier.citationKamalov, F., & Leung, H. H. (2016). ROC curve model under Pareto distribution. Applied Mathematical Sciences, 10(9–12), 461–466. https://doi.org/10.12988/ams.2016.512736.en_US
dc.identifier.issn1312885X
dc.identifier.urihttp://dx.doi.org/10.12988/ams.2016.512736
dc.identifier.urihttp://hdl.handle.net/20.500.12519/182
dc.language.isoenen_US
dc.publisherHikari Ltd.en_US
dc.relationAuthors Affiliations: Kamalov, F., Mathematics Department, Canadian University of Dubai, Dubai, United Arab Emirates; Leung, H.H., Mathematics Department, Canadian University of Dubai, Dubai, United Arab Emirates
dc.relation.ispartofseriesApplied Mathematical Sciences;Vol. 10, issue 12-Sep
dc.rightsCreative Commons by-nc-nd Attribution License.
dc.rights.holderCopyright : 2016 Firuz Kamalov and Ho Hon Leung
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectPareto distributionen_US
dc.subjectROCen_US
dc.titleROC curve model under Pareto distributionen_US
dc.typeArticleen_US
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