Receiver Operating Curve
March 2, 2007


Receiver Operating Curve

We will summarize our results for each test statistic by the relationship of type 1 and type 2 errors. The type 1 error is the probability of false alarm. It is in fact the sigificance level of the test, the probability that the test will reject the Null hypothesis when in fact the Null hypothesis is true. The type 2 error is the probability of misdetection. It is the probability that the test rejects the Alternative hypotehsis when in fact the Alternative hypothesis is true. A type 2 error for us is when a point data set is generated according to the model, i.e. according to the Alternative hypothesis, and the test does not reject the Null hypothesis. Hence it is the probability that a point data set generated according to model is misdetected. One minus the probability of misdetection is the power of the test. The curve of the power of the test against the significance level of the test is the receiver operating curve associated with the test statistic, the model and the values of its parameters.

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Last modified Wed, Jan-21-2009, 14:44 MST