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错误率均值与方差的渐近展开

Asymptotic Expansions for the Means and Variances of Error Rates

Biometrika · 1981
被引 0
ABS 4

中文导读

研究了将观测值分类到多个多元正态分布之一时,基于样本估计总体参数导致的正确分类概率和错误率的随机性,给出了其期望和方差的渐近展开式,并通过模拟验证。

Abstract

The problem of classifying an observation X into one of k multivariate normal distributions is considered. When samples are used to estimate the population parameters, the probabilities of correct classification, and the associated error rates, are random variables. Asymptotic expansions for the expected values and variances of these random variables, in terms of the inverses of the sample sizes, are found. Simulations have been performed to evaluate the expansions.

多元统计分析分类问题渐近分析模拟研究