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
收藏
页码：81 / 98
页数：18
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