发表刊物：Signal Processing,

关键字：Area under the curve (AUC); Mann–Whitney U statistic (MWUS); Nonparametric method; Parametric method; Ranks; Receiver operating characteristic (ROC)

摘要：Receiver operating characteristic (ROC) analysis has become a standard tool to tackle the two-sample problems in many scientific and engineering fields. The area under the curve (AUC) plays a leading role as a figure of merit to characterize the performances of diagnostic systems in medicine, binary classifiers in machine learning, and energy detectors in signal processing. Aiming at addressing some open problems of estimating the AUC, in this paper we deal with the AUC estimation problems in both parametric and nonparametric ways based on the equivalence between the AUC and Mann–Whitney U statistic (MWUS). In parametric ways, we derive the exact analytical expressions of the mean and variance of AUC for samples drawn from some important distributions that are frequently encountered in signal processing; whereas in nonparametric ways, we develop a rank-based algorithm which can estimate the variance of AUC unbiasedly and speedily. Monte Carlo simulations verify both our theoretical and algorithmic findings in this work.

合写作者：戴继生,Y.S. Hung,王钦若

第一作者：徐维超

卷号：93

期号：11

页面范围：3111-3123

是否译文：否

发表时间：2013-03-23

收录刊物：SCI