Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Аналіз ROC (характеристика робочих приймачів)× | Коефіцієнт рангової кореляції Тау Кендалла× | |
|---|---|---|
| Галузь | Статистика | Статистика |
| Родина | Hypothesis test | Hypothesis test |
| Рік появи≠ | 1954 (signal detection); 1982 (AUC formalization) | 1938 |
| Автор методу≠ | Peterson, Birdsall & Fox (signal detection theory); Hanley & McNeil (medical statistics) | Maurice G. Kendall |
| Тип≠ | Diagnostic accuracy evaluation | Nonparametric rank correlation |
| Основоположне джерело≠ | 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 ↗ |
| Інші назви | ROC curve analysis, AUC analysis, sensitivity-specificity analysis, diagnostic accuracy analysis | Kendall tau, Kendall rank correlation, tau-b, tau-c |
| Пов'язані | 4 | 4 |
| Підсумок≠ | 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. |
| ScholarGateНабір даних ↗ |
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