ROC curve model under Pareto distribution
Firuz Kamalov, Ho‐Hon Leung · Applied Mathematical Sciences · 2016
The receiver operating characteristic (ROC) curve is a useful graphical tool for analyzing the performance of a binary classier. The area under the ROC curve (AUC) is a scalar measure of the classier’s performance. In this note we analyze the ROC curve derived under the assumption that the class distributions follow the Pareto model. We derive the equation of the ROC curve and compute the corresponding AUC. In addition, we discuss the optimal threshold for the classier performance.