ROC curves for LDA classifiers
Statistics Theory
2025-08-26 v2 Statistics Theory
Abstract
In the paper, we derive an analytic formula for the ROC curves of the LDA classifiers. We establish elementary properties of these curves (monotonicity and concavity), provide formula for the area under curve (AUC) and compute the Youden J-index. Finally, we illustrate the performance of our results on a real--life dataset of Wisconsin breast cancer patients.
Cite
@article{arxiv.2507.18307,
title = {ROC curves for LDA classifiers},
author = {Mateusz Krukowski},
journal= {arXiv preprint arXiv:2507.18307},
year = {2025}
}