![A statistical application of numerical integration: The area under an ROC curve](https://blogs.sas.com/content/iml/files/2011/06/trapezoidalrule.png)
In a previous blog post, I presented a short SAS/IML function module that implements the trapezoidal rule. The trapezoidal rule is a numerical integration scheme that gives the integral of a piecewise linear function that passes through a given set of points. This article demonstrates an application of using the