Tag: Receiver operating characteristic

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
prediction outcome	p’	True Positive	False Positive	P’
	n’	False Negative	True Negative	N’
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.

http://www.rad.jhmi.edu/jeng/javarad/roc/JROCFITi.html

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