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Computing Bayesian risk in classification of groups from multivariate populations

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Abstract

Estimators are constructed for Bayesian risk and error probability in classification of groups from a multivariate normal distribution.

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Literature cited

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Additional information

Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 65–72, 1986.

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Abusev, R.A. Computing Bayesian risk in classification of groups from multivariate populations. J Math Sci 53, 587–591 (1991). https://doi.org/10.1007/BF01095364

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Keywords

  • Normal Distribution
  • Error Probability
  • Multivariate Normal Distribution
  • Multivariate Population
  • Bayesian Risk