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Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Анализ ROC (Receiver Operating Characteristic)× | Коэффициент ранговой корреляции Кендалла× | |
|---|---|---|
| Область | Статистика | Статистика |
| Семейство | Hypothesis test | Hypothesis test |
| Год появления≠ | 1954 (signal detection); 1982 (AUC formalization) | 1938 |
| Автор метода≠ | Peterson, Birdsall & Fox (signal detection theory); Hanley & McNeil (medical statistics) | Maurice G. Kendall |
| Тип≠ | Diagnostic accuracy evaluation | Nonparametric rank correlation |
| Основополагающий источник≠ | 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 ↗ |
| Другие названия | ROC curve analysis, AUC analysis, sensitivity-specificity analysis, diagnostic accuracy analysis | Kendall tau, Kendall rank correlation, tau-b, tau-c |
| Связанные | 4 | 4 |
| Сводка≠ | 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. |
| ScholarGateНабор данных ↗ |
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