ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz

DOI10.1214/08-AAP536zbMath1161.62027arXiv0903.0518WikidataQ34101266 ScholiaQ34101266MaRDI QIDQ1009498

J. L. Denny, Eric Clarkson, Lawrence A. Shepp

Publication date: 2 April 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.0518

zbMATH Keywords

extreme pointstail probabilitiesROCsymmetric rearrangements

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistics of extreme values; tail inference (62G32) Biomedical imaging and signal processing (92C55)

Related Items (4)

Sharp inequalities of Bienaymé-Chebyshev and Gauß type for possibly asymmetric intervals around the mean ⋮ Variance Bounds for Functions of Unimodal Random Variable ⋮ Inferring probability densities from expert opinion ⋮ Two-sided probability bound for a symmetric unimodal random variable

Cites Work

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• The area above the ordinal dominance graph and the area below the receiver operating characteristic graph
• On extreme points of convex sets
• The Gauss–Tchebyshev Inequality for Unimodal Distributions
• The Moment Problem for Unimodal Distributions

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