Chunk #88 — Online Methods — ROC curves.
Text
where S is the set of significant results at threshold t, CS the set of correctly signed results, T the set of true (non-zero) effects and N the set of null effects: S:={j,r : lfsrjr<t} CS:={j,r : E(bjr| D)×bjr>0} N:={j,r : bjr=0} T:={j,r : bjr≠0}.