Why Area Under the Curve in Hypothesis Testing?

Authors

Griselda Acosta, The University of Texas at El PasoFollow
Eric Smith, The University of Texas at El PasoFollow
Vladik Kreinovich, The University of Texas at El PasoFollow

Publication Date

8-2019

Comments

Technical Report: UTEP-CS-19-88

Abstract

To compare two different hypothesis testing techniques, researchers use the following heuristic idea: for each technique, they form a curve describing how the probabilities of type I and type II errors are related for this technique, and then compare areas under the resulting curves. In this paper, we provide a justification for this heuristic idea.