Calculation of Bayes' Recognition Error for Two Multivariate Gaussian Distributions

1 March 1969

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Computers

Vol. C-18 (3) , 220-229
https://doi.org/10.1109/t-c.1969.222635

Abstract

An algorithm is presented for calculating recognition error when applying pattern vectors to an optimum Bayes' classifier. The pattern vectors are assumed to come from two classes whose populations have Gaussian statistics with unequal covariance matrices and arbitrary a priori probabilities. The quadratic discriminant function associated with a Bayes' classifier is used as a one-dimensional random variable from which the probability of error is calculated, once the distribution of the discriminant function is obtained.

Keywords

This publication has 2 references indexed in Scilit:

The Divergence and Bhattacharyya Distance Measures in Signal Selection
IEEE Transactions on Communications, 1967
On the effectiveness of receptors in recognition systems
IEEE Transactions on Information Theory, 1963