Statistics for Beginners in Excel – AUC Confidence Interval

(Basic Statistics for Citizen Data Scientist) AUC Confidence Interval For large samples, AUC (area under the curve for a ROC curve) is approximately normally distributed, and so a 1-α confidence interval for AUC may be calculated as described in Confidence Interval for Sampling Distributions. The confidence interval is equal to AUC  ± se · zcrit where zcrit is the two-tailed critical value … Continue reading Statistics for Beginners in Excel – AUC Confidence Interval