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<p>In the paper, we derive an analytic formula for the receiver operating characteristic curves of the linear discriminant analysis classifiers. We establish elementary properties of these curves (monotonicity and concavity), provide a formula for the area under the curve, and compute the Youden J-index. We illustrate the performance of our results on a real-life dataset of Wisconsin breast cancer patients as well as study the robustness of the presented techniques.</p>

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ROC Curves for LDA Classifiers

  • 期刊论文

  • 发表日期：

    2026年4月28日

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  • Mateusz Krukowski

摘要

In the paper, we derive an analytic formula for the receiver operating characteristic curves of the linear discriminant analysis classifiers. We establish elementary properties of these curves (monotonicity and concavity), provide a formula for the area under the curve, and compute the Youden J-index. We illustrate the performance of our results on a real-life dataset of Wisconsin breast cancer patients as well as study the robustness of the presented techniques.