
Maximum Likelihood Estimation of Optimal Receiver Operating Characteristic Curves from Likelihood Ratio Observations
The optimal receiver operating characteristic (ROC) curve, giving the maximum probability of detection as a function of the probability of false alarm, is a key information-theoretic indicator of the difficulty of a binary hypothesis testing problem (BHT). It is well known that the optimal ROC curve for a given BHT, corresponding to the likelihood ratio test, is determined by the probability distribution of the observed data under each of the two hypotheses. In some cases, these two distributio…