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Approximation of misclassification probabilities using quadratic classifier for repeated measurements with known covariance matrices
Department of Mathematics, University of Rwanda.
Department of Mathematics, University of Rwanda.
Department of Mathematics, University of Rwanda.
Linköping University, Department of Mathematics, Applied Mathematics. Linköping University, Faculty of Science & Engineering.ORCID iD: 0000-0001-9896-4438
2024 (English)Report (Other academic)
Abstract [en]

Quadratic discriminant analysis is a well-established supervised classification method, which extends the linear the linear discriminant analysis by relaxing the assumption of equal variances across classes. In this study, quadratic discriminant analysis is used to develop a quadratic classification rule based on repeated measurements. We employ a bilinear regression model to assign new observations to predefined populations and approximate the misclassification probability. Through weighted estimators, we estimate unknown mean parameters and derive moments of the quadratic classifier. We then conduct numerical simulations to compare misclassification probabilities using true and estimated mean parameters, as well as probabilities computed through simulation. Our findings suggest that as the distance between groups widens, the misclassification probability curve decreases, indicating that classifying observations is easier in widely separated groups compared to closely clustered ones.

Place, publisher, year, edition, pages
Linköing: Linköping University Electronic Press, 2024. , p. 20
Series
LiTH-MAT-R, ISSN 0348-2960 ; 2024/02
Keywords [en]
misclassification probability, repeated measurements, quadratic classifier, expectation, approximation.
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-206138DOI: 10.3384/LiTH-MAT-R-2024-02OAI: oai:DiVA.org:liu-206138DiVA, id: diva2:1887169
Note

This report has not been peer reviewed.

Available from: 2024-08-07 Created: 2024-08-07 Last updated: 2024-08-07

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf