On estimating the area under the ROC curve in ranked set sampling

Abstract

In medical research, the receiver operating characteristic curve is widely used to evaluate accuracy of a continuous biomarker. The area under this curve is known as an index for overall performance of the biomarker. This article develops three new estimators of the area under the receiver operating characteristic curve in ranked set sampling. The first estimator is obtained under normality assumption. The two other estimators are constructed by applying a Box–Cox transformation on data, and then using either a parametric estimator or a kernel-density-based estimator. A simulation study is carried out to compare the proposed estimators with those available in the literature. It emerges that the new estimators offer some advantages in specific situations. Application of the methods is demonstrated using real data in the context of medicine.