牛一
307

个人信息Personal Information

副教授

硕士生导师

性别:男

毕业院校:Queen's University

学位:博士

所在单位:数学科学学院

学科:概率论与数理统计

电子邮箱:niuyi@dlut.edu.cn

扫描关注

论文成果

当前位置: 中文主页 >> 科学研究 >> 论文成果

Bayesian ROC curve estimation under binormality using an ordinal category likelihood

点击次数:

论文类型:期刊论文

发表时间:2018-01-01

发表刊物:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

收录刊物:SCIE

卷号:47

期号:18

页面范围:4628-4640

ISSN号:0361-0926

关键字:Binormal model; Metropolis-Hastings algorithm; ordinal category likelihood; posterior consistency; ROC curve

摘要: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.