A simple method for finding empirical likelihood type intervals for the ROC curve

Abstract

Interval estimation of the ROC curve is considered using the empirical likelihood techniques. Suggested is a procedure that is very simple computationally and avoids the constrained optimization problems usually faced with empirical likelihood methods. Various modifications are suggested and the performance of the intervals is evaluated in terms of their coverage probability. The results show tat some of the suggested intervals compete well with other intervals known in the literature. Copyright © 2007 JMASM, Inc.