Estimating Misclassification Probabilities for the Quadratic Discriminant Function by Saddlepoint Approximation

被引：0

作者：

Rekabdar, Ghasem ^{[1
]}

Chinipardaz, Rahim ^{[2
]}

Mansouri, Behzad ^{[2
]}

机构：

[1] Islamic Azad Univ, Abadan Branch, Dept Math, Abadan, Iran

[2] Shahid Chamran Univ Ahvaz, Fac Math Sci & Comp, Dept Stat, Ahvaz, Iran

来源：

INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS | 2016年 / 54卷 / 01期

关键词：

Quadratic Discriminant Function; Mont-Carlo simulation; Saddlepoint approximation;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, the cumulant generating function (CGF) of the quadratic discriminant function (QDF) is obtained. Since CGF of the QDF is known, we use saddlepoint density estimation for approximating QDF distribution. The defects and disadvantages of approximating QDF distribution were determined using simulation and the well-known Iris data. The finding results reveal suitable estimation of misclassification probabilities, in light of the saddlepoint approximation.

引用

页码：1 / +

页数：10

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