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An upper bound on the probability of misclassification in terms of Matusita's measure of affinity

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Summary

A distribution-free upper bound is derived on the Bayes probability of misclassification in terms of Matusita's measure of affinity among several distributions for theM-hypothesis discrimination problem. It is shown that the bound is as sharp as possible.

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Authors and Affiliations

  1. McGill University, Montreal, Canada

    Binay K. Bhattacharya & Godfried T. Toussaint

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  1. Binay K. Bhattacharya
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  2. Godfried T. Toussaint
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Bhattacharya, B.K., Toussaint, G.T. An upper bound on the probability of misclassification in terms of Matusita's measure of affinity. Ann Inst Stat Math 34, 161–165 (1982). https://doi.org/10.1007/BF02481018

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  • DOI: https://doi.org/10.1007/BF02481018

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