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| Analýza ROC (Receiver Operating Characteristic)× | Kendallovo Tau Rank Korelácia× | |
|---|---|---|
| Odbor | Štatistika | Štatistika |
| Rodina | Hypothesis test | Hypothesis test |
| Rok vzniku≠ | 1954 (signal detection); 1982 (AUC formalization) | 1938 |
| Tvorca≠ | Peterson, Birdsall & Fox (signal detection theory); Hanley & McNeil (medical statistics) | Maurice G. Kendall |
| Typ≠ | Diagnostic accuracy evaluation | Nonparametric rank correlation |
| Pôvodný zdroj≠ | 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 ↗ |
| Ďalšie názvy | ROC curve analysis, AUC analysis, sensitivity-specificity analysis, diagnostic accuracy analysis | Kendall tau, Kendall rank correlation, tau-b, tau-c |
| Príbuzné | 4 | 4 |
| Zhrnutie≠ | 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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