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ROC curves for LDA classifiers

Published 24 Jul 2025 in math.ST and stat.TH | (2507.18307v1)

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) and provide formulae for the area under curve (AUC) and the Youden J-index.

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