• Communications for Statistical Applications and Methods
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• v.20 no.3
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• pp.169-174
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• 2013

The ROC curve is drawn with two conditional cumulative distribution functions (or survival functions) of the univariate random variable. In this work, we consider joint cumulative distribution functions of k random variables, and suggest a ROC curve for multivariate random variables. With regard to the values on the line, which passes through two mean vectors of dichotomous states, a joint cumulative distribution function can be regarded as a function of the univariate variable. After this function is modified to satisfy the properties of the cumulative distribution function, a ROC curve might be derived; moreover, some illustrative examples are demonstrated.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.269-278
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• 2011

There are many researches that have considered the distribution functions and appropriate covariates corresponding to the scores in order to improve the accuracy of a diagnostic test, including the ROC curve that is represented with the relations of the sensitivity and the specificity. The ROC analysis was used by the regression model including some covariates under the assumptions that its distribution function is known or estimable. In this work, we consider a general situation that both the distribution function and the elects of covariates are unknown. For the ROC analysis, the mixtures of normal distributions are used to estimate the distribution function fitted to the credit evaluation data that is consisted of the score random variable and two sub-populations of parameters. The AUC measure is explored to compare with the nonparametric and empirical ROC curve. We conclude that the method using normal mixtures is fitted to the classical one better than other methods.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.987-994
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• 2011

From the point view of credit evaluation whose population is divided into the default and non-default state, two methods are considered to estimate conditional distribution functions: one is to estimate under the assumption that the data is followed the mixture normal distribution and the other is to use the kernel density estimation. The parameters of normal mixture are estimated using the EM algorithm. For the kernel density estimation, five kinds of well known kernel functions and four kinds of the bandwidths are explored. In addition, the corresponding ROC functions are obtained based on the estimated distribution functions. The goodness-of-fit of the estimated distribution functions are discussed and the performance of the ROC functions are compared. In this work, it is found that the kernel distribution functions shows better fit, and the ROC function obtained under the assumption of normal mixture shows better performance.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.911-920
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• 2004

We try receiver operating characteristic(ROC) curves by neural networks of logistic function. The models are shown to arise from model classification for normal (diseased) and abnormal (nondiseased) groups in medical research. A few goodness-of-fit test statistics using normality curves are discussed and the performances using neural networks of logistic function are conducted.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1489-1496
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• 2013

Consider the ROC surface which is a generalization of the ROC curve for three-class diagnostic problems. In this work, we propose ve criteria for the three-class ROC surface by extending the Youden index, the sum of sensitivity and specificity, the maximum vertical distance, the amended closest-to-(0,1) and the true rate. It may be concluded that these five criteria can be expressed as a function of two Kolmogorov-Smirnov statistics. A paired optimal thresholds could be obtained simultaneously from the ROC surface. It is found that the paired optimal thresholds selected from the ROC surface are equivalent to the two optimal thresholds found from the two ROC curves.

• The Korean Journal of Applied Statistics
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• v.33 no.5
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• pp.541-553
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• 2020

The receiver operating characteristic (ROC) curve is expressed as both sensitivity and specificity; in addition, some optimal thresholds using the ROC curve are also represented with both sensitivity and specificity. In addition to the sensitivity and specificity, the expected usefulness function is considered as disease prevalence and usefulness. In particular, partial the area under the ROC curve (AUC) on a certain range should be compared when the AUCs of the crossing ROC curves have similar values. In this study, partial AUCs representing high sensitivity and specificity are proposed by using sensitivity and specificity lines, respectively. Assume various distribution functions with ROC curves that are crossing and AUCs that have the same value. We propose a method to improve the discriminant power of the classification models while comparing the partial AUCs obtained using sensitivity and specificity lines.

• Journal of the Korea Institute of Military Science and Technology
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• v.2 no.1
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• pp.19-29
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• 1999

This paper treats the implementation of concurrent engineering principles for ROC development of a future infantry fighting vehicle. Based on the acquisition process of weapon systems and operational requirements provided by users, Quality Function Deployment(QFD) is used to translate the requirements of the user into specific trade-off analysis. Results of these studies and the use of concurrent engineering principles are presented.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.277-286
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• 2012

For credit assessment models, the ROC curves evaluate the classification performance using two univariate cumulative distribution functions of the false positive rate and true positive rate. In this paper, it is extended to two bivariate normal distribution functions of default and non-default borrowers; in addition, the bivariate ROC curves are proposed to represent the joint cumulative distribution functions by making use of the linear function that passes though the mean vectors of two score random variables. We explore the classification performance based on these ROC curves obtained from various bivariate normal distributions, and analyze with the corresponding AUROC. The optimal threshold could be derived from the bivariate ROC curve using many well known classification criteria and it is possible to establish an optimal cut-off criteria of bivariate mixture distribution functions.

• Communications for Statistical Applications and Methods
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• v.19 no.4
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• pp.629-638
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• 2012

We propose some methods to obtain optimal thresholds and classification functions by using various cutoff criterion based on the bivariate ROC curve that represents bivariate cumulative distribution functions. The false positive rate and false negative rate are calculated with these classification functions for bivariate normal distributions.

• International Journal of Contents
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• v.10 no.1
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• pp.23-28
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• 2014

When developing a classifier using various objective functions, it is important to compare the performances of the classifiers. Although there are statistical analyses of objective functions for classifiers, simulation results can provide us with direct comparison results and in this case, a comparison criterion is considerably critical. A Receiver Operating Characteristics (ROC) graph is a simulation technique for comparing classifiers and selecting a better one based on a performance. In this paper, we adopt the ROC graph to compare classifiers trained by mean-squared error, cross-entropy error, classification figure of merit, and the n-th order extension of cross-entropy error functions. After the training of feed-forward neural networks using the CEDAR database, the ROC graphs are plotted to help us identify which objective function is better.