Hi,

You can follow this post to get a better idea - http://statistics4everyone.blogspot.com/2017/04/comparison-of-two-tests-in-sensitivity.html

moreover, you can also visit Spatial Efficiency metric (SPAEF) tools which are quite robust - http://space.geus.dk/tools_products/index.html

Amirreza Mahbod Perhaps you are looking for :

sklearn.metrics.roc_auc_score ?

you can use bootstrapping to get confidence intervals.

then compare the bootstrapped histograms.

you could also use a t test to compare mean AUC values but it has assumptions, so beware!