A three-population constrained discrimination procedure.

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]