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An Edgeworth-type expansion for the distribution of a likelihood-based discriminant function
Linköping University, Department of Mathematics, Applied Mathematics. Linköping University, Faculty of Medicine and Health Sciences. Univ Rwanda, Rwanda.ORCID iD: 0000-0002-5559-4120
Swedish Univ Agr Sci, Sweden.
Linköping University, Department of Mathematics, Applied Mathematics. Linköping University, Faculty of Medicine and Health Sciences.ORCID iD: 0000-0001-9896-4438
2023 (English)In: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 93, no 17, p. 3185-3202Article in journal (Refereed) Published
Abstract [en]

The exact distribution of a classification function is often complicated to allow for easy numerical calculations of misclassification errors. The use of expansions is one way of dealing with this difficulty. In this paper, approximate probabilities of misclassification of the maximum likelihood-based discriminant function are established via an Edgeworth-type expansion based on the standard normal distribution for discriminating between two multivariate normal populations.

Place, publisher, year, edition, pages
TAYLOR & FRANCIS LTD , 2023. Vol. 93, no 17, p. 3185-3202
Keywords [en]
Classification rule; discriminant analysis; Edgeworth-type expansion; missclassification errors
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-195764DOI: 10.1080/00949655.2023.2219358ISI: 001003242500001OAI: oai:DiVA.org:liu-195764DiVA, id: diva2:1775027
Available from: 2023-06-26 Created: 2023-06-26 Last updated: 2023-11-27

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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  • vancouver
  • oxford
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Language
  • de-DE
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Output format
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