An alternative given by \[1\] is to compute the interval for the logit AUC: $ log \left( \frac{AUC}{1-AUC} \right) \pm \phi ^{-1} \left( 1 - \frac{\alpha}{2} \right) \frac{\sqrt{AUC}}{AUC(1 - AUC)} $ so that you get an asymmetric interval. If you are frequently dealing with high AUCs and small sample sizes, you may want to have a look at [2] that shows there is no single method that can optimally compute confidence interval for all ROC curves. ---------- \[1\] Pepe MS, The Statistical Evaluation of Medical Tests for Classification and Prediction, OUP 2003, p. 107 \[2\] Obuchowski NA, Lieber ML, [Confidence bounds when the estimated ROC area is 1.0][1], Acad Radiol. 2002, 9 (5) p. 526-30 [1]: http://www.ncbi.nlm.nih.gov/pubmed/12458878