Abstract
In clinical applications, it is important to compare and study the ability of diagnostic tests to discriminate between individuals with and without the disease. In this paper, comparison of two diagnostic tests is presented and discussed using nonparametric predictive inference (NPI). We compare the two tests by considering the total numbers of correct diagnoses for specific numbers of future healthy individuals and future patients. This NPI approach for comparison of diagnostic tests is also generalized by the use of weighted sums for the healthy and patients groups, reflecting possibly different importance of correct diagnoses. Examples are provided to illustrate the new method.