Chiang, Chin-Tsang; Chiu, Chih-Heng - In: Journal of Multivariate Analysis 103 (2012) 1, pp. 124-141
The receiver operating characteristic (ROC) curve of a likelihood-ratio function has been shown to be the highest among all transformations of continuous markers. For any sampling scheme with the same likelihoods, the induced conditional probability is derived to have the same ROC curve and is...