Rank Statistics Expressible as Integrals Under P – P -plots and Receiver Operating Characteristic Curves
表示为P–P图与ROC曲线下积分的秩统计量
Summary Given a probability measure on the unit square, the measure of the region under an empirical P–P-plot defines a two-sample rank statistic. Instances include trimmed and censored versions of the Mann–Whitney–Wilcoxon statistic and a class of statistics with applications in the analysis of receiver operating characteristic (ROC) curves. A large sample distribution for such a statistic is obtained, which is valid under sampling from general populations. Explicit results…