Generalized Inference Confidence Band for binormal ROC curve

The Receiver Operating Characteristic ( ROC ) curve is the graph of sensitivity against 1 − specificity as the cut-off point runs through all possible values. To account for sampling error and make inference about the true ROC curve, the simultaneous confidence band of the whole or partial ROC curve needs to be estimated across all values of specificity (can be within (0, 1) or some clinically-meaningful range).

Particularly, for estimating the confidence band of the binormal ROC curve, there exists a Working-Hotelling type of method and the ellipse-envelop approach. However, these large-sample-based approaches do not provide satisfactory coverage for small to median samples. In this paper, we propose a new confidence band for the binormal ROC curve based on the generalized inference approach.