Receiver operating characteristics (ROC) curves have the property that they start at (0,l) and end at (1,O) and are monotonically decreasing. Furthermore, a parametric representationfor the curves is more natural, since ROCs need not be single valued functions: they can start with infinite slope. In this article we show how to fit parametric splines and polynomials to R O C data with the end-point and monotonicity constraints. Spline and polynomial representations provide us a way of computing derivatives at various locations of the R O C curve, which are necessary in order to find the optimal operating points. Density functions are not monotonic but the cumulative densityfunctions are. Thus in order to fit a spline to a density function, we fit a monotonic spline to the cumulative density function and then take the derivative of the fitted spline function. Just as ROCs have end-point constraints, the density functions have end-point constraints. Furthermore, derivatives of splines ar...
Tapas Kanungo, D. M. Gay, Robert M. Haralick