Improving an estimator of Hsieh and Turnbull for the binormal ROC curve

The estimator of Hsieh and Turnbull (1996) for the binormal receiver operating characteristic (ROC) curve is extended from grouped to ungrouped data. The new estimator is shown to be consistent and asymptotically normally distributed, and simulation results show that it outperforms Hsieh and Turnbull's original estimator.