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    Lognormal Lorenz and normal receiver operating characteristic curves as mirror images

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    Date
    2015
    Author
    John, Irwin R.
    Hautus, Michael J.
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    Abstract
    The Lorenz curve for assessing economic inequality depicts the relation between two cumulative distribution functions (CDFs), one for the distribution of incomes or wealth and the other for their first-moment distribution. By contrast, the receiver operating characteristic (ROC) curve for evaluating diagnostic systems depicts the relation between the complements of two CDFs, one for the distribution noise and the other for the distribution of signal plus noise.
    URI
    https://lib.hpu.edu.vn/handle/123456789/22294
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