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ROC 분석 (수신자 조작 특성)×Kendall's Tau Rank Correlation×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도1954 (signal detection); 1982 (AUC formalization)1938
창시자Peterson, Birdsall & Fox (signal detection theory); Hanley & McNeil (medical statistics)Maurice G. Kendall
유형Diagnostic accuracy evaluationNonparametric rank correlation
원전Hanley, 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 ↗
별칭ROC curve analysis, AUC analysis, sensitivity-specificity analysis, diagnostic accuracy analysisKendall tau, Kendall rank correlation, tau-b, tau-c
관련44
요약ROC 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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