Confidence bands for receiver operating characteristic curves

Receiver operating characteristic (ROC) curves are mapped out by the two types of errors that are generated by varying the decision threshold used to determine which subjects will be considered abnormal. Under the conventional binormal model for the ROC curve, two-sided and one-sided simultaneous confidence bands for an entire ROC curve, or for a portion of an ROC curve, are constructed by employing Working-Hotelling-type confidence bands for simple linear regression. Pointwise confidence bands are presented for comparison. The cases in which one has only asymptotically normally distributed estimates of the parameters of the ROC curve and consistent estimates of their variance-covariance matrix are emphasized. The methods extend beyond binormal models.