In the medical science, the receiving operationg characteristic (ROC) curve is a graphical representation to evaluate the accuracy of a medical diagnostic test for any cut-off point. The area under the ROC curve (AUC) is an overall performance measure for a diagnostic test. There are two parts in this dissertation. In the first part, we study the properties of bi-Exponentiated Weibull models. FIrst, we derive a general moment formula for single Exponentiated Weibull models. Then we move on to derive the precise formula of AUC and study the maximus likelihood estimation (MLE) of the AUC. Finally, we obtain the asymptotoc distribution of the estimated AUC. Simulation studies are used to check the performance of MLE of AUC under the moderate sample sizes. The second part fo the dissertation is to study the estimation of AUC under the crossing model, which extends the AUC formula in Gonen and Heller (2007).
AUC estimation under various survival models.