1. A three-population constrained discrimination procedure.
- Author
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Patterson, David
- Subjects
- *
PROBABILITY theory , *MATHEMATICAL optimization , *MATHEMATICAL analysis , *MATHEMATICS , *SIMULATION methods & models - Abstract
Classification rules with a reserve judgment option provide a way to satisfy constraints on the misclassification probabilities when there is a high degree of overlap among the populations. Constructing rules which maximize the probability of correct classification while satisfying such constraints is a difficult optimization problem. This paper uses the form of the optimal solution to develop a relatively simple and computationally fast method for three populations which has a non parametric quality in controlling the misclassification probabilities. Simulations demonstrate that this procedure performs well. [ABSTRACT FROM AUTHOR]
- Published
- 2016
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