The Area under an ROC Curve with Limited Information
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TL;DR
The area under the receiver operating characteristic (ROC) curve of a diagnostic test can be used as a summary measure for its discriminative ability, and assuming that the unknown ROC curve is concave renders a higher minmax approximation for the area under it.
Abstract
The area under the receiver operating characteristic (ROC) curve of a diagnostic test can be used as a summary measure for its discriminative ability. If only a single point of an ROC curve is available, then the entire form of the ROC curve is unknown and the area under it cannot be calculated. Assuming that the unknown ROC curve is either monotone or concave, lower and upper bounds are derived for the area. From these bounds, the minmax approximations are obtained. Compared to only assuming monotonicity, assuming that the unknown ROC curve is concave renders a higher minmax approximation for the area under it, with tighter bounds.
