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Conditional confidence intervals for classification error rate

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  • Chung, Hie-Choon
  • Han, Chien-Pai

Abstract

An observation is to be classified into one of several multivariate normal populations with equal covariance matrix. When the parameters are unknown, independent training samples are taken from the populations. We consider the construction of confidence intervals for the conditional error rate. The cases of two populations and three populations are studied in detail. We propose the conditional jackknife confidence interval and the conditional bootstrap confidence intervals of the conditional error rate. A Monte Carlo study is conducted to compare the confidence intervals.

Suggested Citation

  • Chung, Hie-Choon & Han, Chien-Pai, 2009. "Conditional confidence intervals for classification error rate," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4358-4369, October.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:12:p:4358-4369
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    References listed on IDEAS

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    1. T. Anderson, 1951. "Classification by multivariate analysis," Psychometrika, Springer;The Psychometric Society, vol. 16(1), pages 31-50, March.
    2. N/A, 1984. "Confidence Intervals," National Institute Economic Review, National Institute of Economic and Social Research, vol. 109(1), pages 33-37, August.
    3. S. T. Buckland, 1985. "Calculation of Monte Carlo Confidence Intervals," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 34(3), pages 296-301, November.
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    Cited by:

    1. de Peretti, Christian & Siani, Carole, 2010. "Graphical methods for investigating the finite-sample properties of confidence regions," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 262-271, February.

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