Asymptotic Expansions for the Means and Variances of Error Rates
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。
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.