pseudomedian_ci

Computes confidence interval for the pseudomedian under \(\mathrm{H_0\colon AUC} = 0.5\)
by test inversion.

Provides inference for the Wilcoxon-Mann-Whitney test under the null hypothesis H0: AUC = 0.5 for continuous, discrete or mixed random variables. Traditional implementations test H0: F = G, which is inappropriately broad and leads to erroneous inferences. Methods are described in M. Grendar (2025) "Wilcoxon-Mann-Whitney Test of No Group Discrimination" <doi:10.48550/arXiv.2511.20308>.

Marian Grendar

wmwAUC

Wilcoxon-Mann-Whitney Test of No Group Discrimination

pseudomedian_ci function

<dl><dt>x</dt>
<dd>numeric vector, first sample</dd>
<dt>y</dt>
<dd>numeric vector, second sample</dd>
<dt>conf.level</dt>
<dd>confidence level (default 0.95)</dd>
<dt>pvalue_method</dt>
<dd>character, either 'EU' or 'BC'</dd>
<dt>n_grid</dt>
<dd>number of grid points for search (default 1000)</dd></dl>

Arguments

Confidence Interval for Hodges-Lehmann Pseudomedian via Test Inversion — pseudomedian_ci

<dl>

<dt>x</dt>
<dd>numeric vector, first sample</dd>


<dt>y</dt>
<dd>numeric vector, second sample</dd>


<dt>conf.level</dt>
<dd>confidence level (default 0.95)</dd>


<dt>pvalue_method</dt>
<dd>character, either 'EU' or 'BC'</dd>


<dt>n_grid</dt>
<dd>number of grid points for search (default 1000)</dd>

</dl>

pseudomedian_ci: Confidence Interval for Hodges-Lehmann Pseudomedian via Test Inversion

Description

Usage

Value

Arguments