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ROC分析(受信者操作特性曲線)×ケンドールの順位相関係数 (Kendall's Tau Rank Correlation)×
分野統計学統計学
系統Hypothesis testHypothesis test
提唱年1954 (signal detection); 1982 (AUC formalization)1938
提唱者Peterson, Birdsall & Fox (signal detection theory); Hanley & McNeil (medical statistics)Maurice G. Kendall
種類Diagnostic accuracy evaluationNonparametric rank correlation
原典Hanley, J. A., & McNeil, B. J. (1982). The meaning and use of the area under a receiver operating characteristic (ROC) curve. Radiology, 143(1), 29–36. DOI ↗Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1/2), 81–93. DOI ↗
別名ROC curve analysis, AUC analysis, sensitivity-specificity analysis, diagnostic accuracy analysisKendall tau, Kendall rank correlation, tau-b, tau-c
関連44
概要ROC analysis evaluates how well a continuous or ordinal test variable discriminates between two binary outcome classes. By plotting the true positive rate (sensitivity) against the false positive rate (1 − specificity) across all decision thresholds, it produces a curve whose area under the curve (AUC) quantifies overall discriminative power, ranging from 0.5 (chance) to 1.0 (perfect discrimination).Kendall's tau is a nonparametric measure of the ordinal association between two variables. It quantifies how consistently the relative ordering of one variable matches the ordering of another across all observation pairs, making it robust to outliers and suitable for ordinal or non-normally distributed data.
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ScholarGate手法を比較: ROC analysis · Kendall's tau. 2026-06-18に以下より取得 https://scholargate.app/ja/compare