Estimation of Area Under BI-Generalized Exponential Distribution ROC Curve Using Confidence Intervals

Many researchers have provided the mathematical formulation of the curve by assuming some specific distribution. Conventionally, much work has been carried out by assuming normal distribution. Both of the populations (groups), the biGeneralized Exponential Distribution model is known to be a good model. In this paper we derive a new method of determining the AUC by utilizing the confidence intervals for Scale and location of the two groups and taking weighted average of possible AUC values with different patterns of weights. We also study the behavior of the new estimator by simulation