A three-population constrained discrimination procedure

David Patterson
2015 Communications in Statistics - Theory and Methods  
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 a result of Anderson (1969) on the form of the optimal solution to develop a relatively simple and computationally fast method for three
more » ... s which has a nonparametric quality in controlling the misclassification probabilities. Simulations demonstrate that this procedure performs well.
doi:10.1080/03610926.2014.927501 fatcat:wmauocxmwzdk3o25ynznors74e