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Bayesian ROC curve estimation under binormality using a rank likelihood
Authors:Jiezhun Gu  Subhashis Ghosal
Institution:1. Duke Clinical Research Institute, Duke University Medical Center, P.O. Box 17969, Durham, NC 27715, USA;2. Department of Statistics, North Carolina State University, Raleigh, NC 27695-8203, USA
Abstract:There are various methods to estimate the parameters in the binormal model for the ROC curve. In this paper, we propose a conceptually simple and computationally feasible Bayesian estimation method using a rank-based likelihood. Posterior consistency is also established. We compare the new method with other estimation methods and conclude that our estimator generally performs better than its competitors.
Keywords:Binormal model  MCMC  Rank-based likelihood  ROC curve  Posterior consistency
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