Opened 4 years ago
#912 new request
confidence interval for ROC::area()
Reported by: | Peter | Owned by: | Peter |
---|---|---|---|
Priority: | minor | Milestone: | yat 0.x+ |
Component: | statistics | Version: | trunk |
Keywords: | Cc: |
Description
For large sample sizes a normal approximation can be used and essentially the same calculation as for the p-value.
For small sample size the CI is typically terribly large but should be implemented for completeness - or only provide the large sample approximation and use a name that implies the approximation.
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