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:


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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