The sampling distributions of Gaussian ROC statistics

The sampling distributions of Gaussian ROC statistics.

For a discrimination experiment, a plot of the hit rate against the false-alarm rate--the ROC curve--summarizes performance across a range of confidence levels. In many content areas, ROCs are well described by a normal-distribution model and the z-transformed hit and false-alarm rates are approximately linearly related. We examined the sampling distributions of three parameters of this model w...

Statistics from the inside. 4. Sampling distributions.

Preconditioned Methods for Sampling Multivariate Gaussian Distributions

A common problem in statistics is to compute sample vectors from a multivariate Gaussian distribution with zero mean and a given covariance matrix A. A canonical approach to the problem is to compute vectors of the form y = Sz, where S is the Cholesky factor or square root of A, and z is a standard normal vector. When A is large, such an approach becomes computationally expensive. This paper co...

Sampling Distributions Sampling Distributions

Sampling Algorithm of Order Statistics for Conditional Lifetime Distributions

We construct a sampling algorithm to generate ordered statistics from conditional lifetime distributions by expressing the conditional distribution of ordered statistics in terms of cumulative hazard function. We use uniform spacing algorithm to generate uniform (0,1) ordered statistics in the proposed algorithm.