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Paper   IPM / M / 17638
School of Mathematics
  Title:   Using nomination sampling in estimating the area under the Roc curve
  Author(s):  Ehsan Zamanzade (Joint with Z. Akbari Ghamsari and M. Asadi)
  Status:   To Appear
  Journal: Computational Statistics
  Supported by:  IPM
  Abstract:
The area under a receiver operating characteristic (ROC) curve is frequently used in medical studies to evaluate the effectiveness of a continuous diagnostic biomarker, with values closer to one indicating better classification. Unfortunately, the standard statistical procedures based on simple random sampling (SRS) and ranked set sam- pling (RSS) techniques tend to be less efficient when the values of the area under a ROC curve (AUC) get closer to one. Thus, developing some statistical procedures for efficiently estimating the AUC when it is close to one is very important. In this paper, some estimators are developed using nomination sampling to assess AUC. The proposed AUC estimators are compared with their counterparts in SRS and RSS using Monte Carlo simulation. The results show that some of the estimators developed in this study considerably improve the efficiency of the AUC estimation when it is close to one. This substantially reduces the cost and time for the sample size needed to obtain the desired precision.

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