M.Sc. thesis · Statistics · 2007

Nonparametric Estimation of the Threshold at an Operating Point on the ROC Curve

Estimating the decision threshold for a chosen operating point without assuming a particular probability distribution.

Research overview

Solving the inverse ROC problem from finite samples.

The thesis examines how to estimate the decision threshold associated with a target operating point on a receiver operating characteristic curve. The method is nonparametric: it does not require a predefined distribution for either class.

It develops the estimator's asymptotic distribution and uses simulation to study its behavior with finite samples, providing a foundation for threshold selection in diagnostic testing and binary classification.

ROC curveThreshold estimationNonparametric statisticsBinary classificationDiagnostic testingStatistics

Suggested citation: Yousef, Waleed Ahmed. “Nonparametric Estimation of the Threshold at an Operating Point on the ROC Curve.” M.Sc. thesis, The George Washington University, 2007.