What does the area under the ROC curve tell us?

What does the area under the ROC curve tell us?

As the area under an ROC curve is a measure of the usefulness of a test in general, where a greater area means a more useful test, the areas under ROC curves are used to compare the usefulness of tests. The term ROC stands for Receiver Operating Characteristic.

Is area under ROC curve accurate?

The area under the ROC curve represents accuracy of a trial test. ROC curve AUC is determined by multiple cut-points of the trial test, it gives better estimate of accuracy.

How do you interpret the area under a curve?

The area under a curve between two points can be found by doing a definite integral between the two points. To find the area under the curve y = f(x) between x = a and x = b, integrate y = f(x) between the limits of a and b. Areas under the x-axis will come out negative and areas above the x-axis will be positive.

What is a good ROC AUC value?

AREA UNDER THE ROC CURVE In general, an AUC of 0.5 suggests no discrimination (i.e., ability to diagnose patients with and without the disease or condition based on the test), 0.7 to 0.8 is considered acceptable, 0.8 to 0.9 is considered excellent, and more than 0.9 is considered outstanding.

Why AUC is a good measure of quality for default prediction analysis?

The AUC is an estimate of the probability that a classifier will rank a randomly chosen positive instance higher than a randomly chosen negative instance. For this reason, the AUC is widely thought to be a better measure than a classification error rate based upon a single prior probability or KS statistic threshold.

What is the formula for area under a curve?

The area under a curve between two points can be found by doing a definite integral between the two points. To find the area under the curve y = f(x) between x = a and x = b, integrate y = f(x) between the limits of a and b. Areas under the x-axis will come out negative and areas above the x-axis will be positive.

What is area under the curve analysis?

Area under curve ( AUC ) The area under (a ROC) curve is a summary measure of the accuracy of a quantitative diagnostic test.

What is area under the curve statistics?

The area under the curve is 1.00 or 100 percent. The easiest way to determine that your data are normally distributed is to use a statistical software program such as SAS or Minitab and conduct the Anderson Darling Test of Normality. Given that your data is normal, you can calculate z-score.

What is the definition of area under the curve?

Area under the curve means what. Say that you plot Speed against time, then the area under the curve via integration or sum is distance. Depending on what you plot the area under the curve means different things in different disciplines depending on what is being measure.