Simulation |
p
KS
|
R
1
|
R
5
| Sensitivity | Specificity | AUC |
---|
S1 | 0.510 | 1.56 | 1.17 | 73 % | 94 % | 0.894 |
S2 | 0.125 | 1.20 | 1.12 | 78 % | 94 % | 0.927 |
-
p
KS denotes the p-value of the Kolmogorov-Smirnov test for uniform distribution, AUC is an abbreviation for “area under the ROC curve”. In both simulations, the distribution of p-values under H
0 is uniform and the specificity is close to the expected 95 % value. Sensitivity and AUC are higher in simulation S2