Open AccessMaximum Likelihood Estimator of AUC for a Bi-Exponentiated Weibull Model
Author(s) -
Fazhe Chang,
Lianfen Qian
Publication year - 2013
Publication title -
isrn probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 2090-472X
pISSN - 2090-4711
DOI - 10.1155/2013/965972
Subject(s) - weibull distribution , mathematics , estimator , statistics , maximum likelihood , exponentiated weibull distribution , sample size determination
For a Bi-Exponentiated Weibull model, the authors obtain a general AUC formula and derive the maximum likelihood estimator of AUC and its asymptotic property. A simulation study is carried out to illustrate the finite sample size performance.
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