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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
Bayesian ROC curve estimation under binormality using an ordinal category likelihood
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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.