Estimation of Area under Receiver Operating Characteristic Curve for Bi-Pareto and Bi-Two Parameter Exponential Models

摘要

In this paper, we find the ROC curves for Bi-Pareto and Bi-two parameter exponential distributions. Theoretical, parametric and non-parametric values of area under receiver operating characteristic (AUROC) curve for different parametric combinations have been calculated using simulations. These values are compared in terms of root mean square and mean absolute errors. The results are demonstrated for two real data sets.