Paper Title
Estimation of AUC using Jeffrey’s Prior Information

Abstract
In this paper, we examine the performance of Bayesian Estimation of AUC under exponential distributionusing Jeffrey’s Prior Information with three Loss functions, namely, the Linear Exponential Loss, General Entropy Loss, and Square Error Loss.Theoretical results are validated by simulation studies. Simulations indicated that estimate of AUC values were good even for relatively small sample sizes (n=25). When AUC≤0.6, which indicated a marked overlap between the outcomes in diseased and non-diseased populations. An illustrative example is also provided to explain the concepts. Keywords - AUC, Biomarker, Bayesian Method, Exponential Distribution and Jeffrey’s’ Prior Information