Posterior probability estimators in classification simulations
- 1 January 1980
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 9 (2) , 133-140
- https://doi.org/10.1080/03610918008812143
Abstract
Class specific stratified posterior probability estimators of misclassification probabilities in discriminant analysis simulations are introduced. These estimators afford a significant variance reduction over the usual count estimators. Sufficient conditions for a variance reduction are given. The stratified posterior probability estimator is generalized to other class specific expectations.Keywords
This publication has 2 references indexed in Scilit:
- Variance comparisons for unbiased estimators of probability of correct classification (Corresp.)IEEE Transactions on Information Theory, 1976
- Application of optimum error-reject functions (Corresp.)IEEE Transactions on Information Theory, 1972