Misclassification probabilities for quadratic discriminant function
作者:
Ali A. Houshmand,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1993)
卷期:
Volume 22,
issue 1
页码: 81-98
ISSN:0361-0918
年代: 1993
DOI:10.1080/03610919308813082
出版商: Marcel Dekker, Inc.
关键词: Noncentral x2;linear combination;misclassiiication probabilities;simultaneous orthogonal transformation;multivariate normal
数据来源: Taylor
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 effectivenessof the approximation and compare its performance against an existing method. It is shown that thisapproximation 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.
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