MISCLASSIFICATION PROBABILITIES FOR QUADRATIC DISCRIMINANT FUNCTION

被引：2

作者：

HOUSHMAND, AA ^{[1
]}

机构：

[1] UNIV CINCINNATI, DEPT MECH IND & NUCL ENGN, CINCINNATI, OH 45221 USA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1993年 / 22卷 / 01期

关键词：

NONCENTRAL CHI-2; LINEAR COMBINATION; MISCLASSIFICATION PROBABILITIES; SIMULTANEOUS ORTHOGONAL TRANSFORMATION; MULTIVARIATE NORMAL;

D O I：

10.1080/03610919308813082

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An approximate method of computing the misclassification probabilities for quadratic discriminant functions (QDF) with known covariance matrices is suggested in this paper. Large scale simulation from empirical distribution of experimental data is used to test the effectiveness of the approximation and compare its performance against an existing method. It is shown that this approximation method performs well for multivariate normal distributions of dimension 2, 3, 4, 5, 7, and 10. Exact expressions for computing these probabilities for univariate quadratic discriminant function are provided.

引用

页码：81 / 98

页数：18

共 50 条

[1] Estimating Misclassification Probabilities for the Quadratic Discriminant Function by Saddlepoint Approximation
Rekabdar, Ghasem
Chinipardaz, Rahim
Mansouri, Behzad
INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2016, 54 (01): : 1 - +
[2] NOTE ON INITIAL MISCLASSIFICATION EFFECTS ON THE QUADRATIC DISCRIMINANT FUNCTION
LACHENBRUCH, PA
TECHNOMETRICS, 1979, 21 (01) : 129 - 132
[3] MISCLASSIFICATION PROBABILITIES FOR QUADRATIC DISCRIMINATION
GUPTA, PL
RILEY, JT
WHITE, TJ
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1986, 7 (04): : 1400 - 1417
[4] ESTIMATION OF PROBABILITIES OF MISCLASSIFICATION FOR A LINEAR DISCRIMINANT FUNCTION IN UNIVARIATE NORMAL CASE
SEDRANSK, N
OKAMOTO, M
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1971, 23 (03) : 419 - 435
[5] MISCLASSIFICATION RATES IN QUADRATIC DISCRIMINANT ANALYSIS
HILDEBRANDT, B
MICHAELI.J
KOLLER, S
BIOMETRISCHE ZEITSCHRIFT, 1973, 15 (01): : 3 - 12
[6] On the behavior of the distributions of the probabilities of misclassification in the use of the linear discriminant function under multinonnormality
Kocherlakota, S
AMERICAN JOURNAL OF MATHEMATICAL AND MANAGEMENT SCIENCES, VOL 16, NOS 1 AND 2: MSI-2000: MULTIVARIATE STATISTICAL ANALYSIS IN HONOR OF PROFESSOR MINORU SIOTANI ON HIS 70TH BIRTHDAY, VOLUME II OF PROCEEDINGS OF THE MULTIVARIATE STATISTICAL INFERENCE 2000 CONFERENCE, 1996, 16 (1&2): : 131 - 165
[7] On the behavior of the distributions of the probabilities of misclassification in the use of the linear discriminant function under multinonnormality
Kocherlakota, Subrahmaniam
American Journal of Mathematical and Management Sciences, 1996, 16 (1-2) : 131 - 165
[8] Exact misclassification probabilities for plug-in normal quadratic discriminant functions II. The heterogeneous case
McFarland, HR
Richards, DS
JOURNAL OF MULTIVARIATE ANALYSIS, 2002, 82 (02) : 299 - 330
[9] Influence of observations on the misclassification probability in quadratic discriminant analysis
Croux, C
Joossens, K
JOURNAL OF MULTIVARIATE ANALYSIS, 2005, 96 (02) : 384 - 403
[10] Implementation of linear and quadratic discriminant analysis incorporating costs of misclassification
Grouven, U
Bergel, F
Schultz, A
COMPUTER METHODS AND PROGRAMS IN BIOMEDICINE, 1996, 49 (01) : 55 - 60

← 1 2 3 4 5 →