Chunk #20 — Software Implementation

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StAR: a simple tool for the statistical comparison of ROC curves.

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Here, θ^ is the vector of AUC estimates and L is a suitable contrast matrix (ie. H0: Lθ = 0, where 0 is the zero matrix). The statistic follows a chi-squared distribution with rank(L) degrees of freedom under the null hypothesis of no difference between classifier AUCs. For a pair of classifiers the statistic reduces to