A preliminary test in classification and probabilities of misclassification
Authors:
M. L. Men
ndez a;
J. A. Pardo b;
L. Pardo b;
K. Zografos c
ndez a;
J. A. Pardo b;
L. Pardo b;
K. Zografos c
| Affiliations: | a Department of Applied Mathematics, Technical University of Madrid, Madrid, Spain |
| b Department of Statistics & O.R., Complutense, University of Madrid, Madrid, Spain | |
| c Department of Mathematics, University of Ioannina, Ioannina, Greece |
DOI:
10.1080/02331880500097986
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
Consider fθ to be a probability density function with parameter θ. A set of k populations can now be defined such that the ith population Πi is the set of density functions
. This paper proposes a test, based on the ϕ-dissimilarity, of the hypothesis that a new individual from a population Π0 with a density function , belongs to the ith population. The probabilities of misclassification of the minimum ϕ-dissimilarity classification rule are also obtained. In this paper, it is assumed that the parameters and may be θ0 are unknown and must be estimated from a set of training samples. Explicit expressions for the hypothesis test and the probabilities of misclassification are derived for the case where the populations Πi consist of homoscedastic normal, as well as for gamma distributions.
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| Keywords: Classification; Discrimination; Minimum distance classification rule; Probabilities of misclassification; ϕ-Dissimilarity; φ-Divergence |
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