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One-sided CIs for AUCs about proc HOT 2 OPEN

Re2124 avatar Re2124 commented on July 2, 2024
One-sided CIs for AUCs

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Comments (2)

xrobin avatar xrobin commented on July 2, 2024

Interesting, I never thought of that.

Can you point to any litterature that shows how one sided CIs are computed in the case of ROC curves?

I'd certainly welcome PR requests for this feature.

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Re2124 avatar Re2124 commented on July 2, 2024

Unfortunately no. It seams, however, be a problem also other researchers face: https://stats.stackexchange.com/questions/476499/one-sided-test-for-auc-area-under-the-curve-for-roc

This author wrote at least something about one-sided testing for AUC: https://dpc10ster.github.io/RJafrocBook/hypothesis-testing.html#hypothesis-testing-how-much-finished

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