ROC Curve

ROC Curve is a nice modeling concept to know as it will used practically in nearly all models

irrespective of spoefic technique and irrespective of statistical software.

We use the Wikipedia for referring to easy to implement statistics rather than crusty

thick books which seem prohibitely dense and opaque to outsiders

-This is how you define the ROC Curve.

actual value
p n total
p’ True
n’ False
total P N

true positive (TP)

eqv. with hit
true negative (TN)
eqv. with correct rejection
false positive (FP)
eqv. with false alarm, Type I error
false negative (FN)
eqv. with miss, Type II error
true positive rate (TPR)
eqv. with hit rate, recall, sensitivity
TPR = TP / P = TP / (TP + FN)
false positive rate (FPR)
eqv. with false alarm rate, fall-out
FPR = FP / N = FP / (FP + TN)
accuracy (ACC)
ACC = (TP + TN) / (P + N)
specificity (SPC)
SPC = TN / (FP + TN) = 1 ? FPR
positive predictive value (PPV)
eqv. with precision
PPV = TP / (TP + FP)

Here is a good java enabled page to calculate the ROC Curve.

And in case any one asks, ROC stands for Receiver Operating Characteristic. ……

Author: Ajay Ohri

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

%d bloggers like this: