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Estimation of Prescribed False Alarm Rate Thresholds and ROC
Curves from Local Data Using Tolerance Intervals

Edward C. Real
Sanders, A Lockheed Martin Company
P.O. Box 868
Nashua, NH 03061-0868
tel: (603) 885-5147
email: edward.c.real@lmco.com

Donald W. Tufts
University of Rhode Island

Abstract We present a method for estimating threshold values for signal detection and classification systems in which a prescribed value of false alarm probability is needed. The threshold values are determined directly from observed test statistic data without knowledge of the probability distribution of the data. Our method uses the concept of tolerance intervals from nonparametric statistics. We use this same approach to compute ROC curves from real data. We demonstrate our method with data taken from a two color IR focal plane array.

Presentation (pdf format)



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