Release Time:2019-03-12 Hits:
Indexed by: Journal Article
Date of Publication: 2018-01-01
Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Included Journals: SCIE
Volume: 47
Issue: 18
Page Number: 4628-4640
ISSN: 0361-0926
Key Words: Binormal model; Metropolis-Hastings algorithm; ordinal category likelihood; posterior consistency; ROC curve
Abstract: Receiver operating characteristic (ROC) curve has been widely used in medical diagnosis. Various methods are proposed to estimate ROC curve parameters under the binormal model. In this paper, we propose a Bayesian estimation method from the continuously distributed data which is constituted by the truth-state-runs in the rank-ordered data. By using an ordinal category data likelihood and following the Metropolis-Hastings (M-H) procedure, we compute the posterior distribution of the binormal parameters, as well as the group boundaries parameters. Simulation studies and real data analysis are conducted to evaluate our Bayesian estimation method.