Lognormal Lorenz and normal receiver operating characteristic curves as mirror images

The Lorenz curve for assessing economic inequality depicts the relation between two cumulative distribution functions (CDFs), one for the distribution of incomes or wealth and the other for their first-moment distribution. By contrast, the receiver operating characteristic (ROC) curve for evaluating...

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Bibliographic Details
Published in:Royal Society Open Science
Main Authors: R. John Irwin, Michael J. Hautus
Format: Article
Language:English
Published: The Royal Society 2015-01-01
Subjects:
Online Access:https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.140280