wmwAUC - Test of No Group Discrimination Using the WMW Statistic
Implements a wmwAUC test of H0: AUC = 1/2 for continuous,
discrete, or mixed random variables, based on the
Wilcoxon-Mann-Whitney (WMW) statistic. The classic WMW test is
calibrated under H0: {(F, G): F = G} which does not match the
set {(F, G): AUC = 1/2}, implied by the test statistic, and
consequently leads to erroneous inferences. wmwAUC is
calibrated under the correct null and implements two
finite-sample corrected p-value methods: an Exact Unbiased (EU)
method and a Bias-Corrected (BC) method, both valid for any tie
pattern. Methods are described in M. Grendar (2025)
"Wilcoxon-Mann-Whitney Test of No Group Discrimination"
<doi:10.48550/arXiv.2511.20308>.