Classification into two Populations for Time Dependent Observations

• Authors: Krzyśko, Mirosław , Wołyński, Waldemar

Abstracts

EN

Optimal classification rules based on linear functions which maximize the area under the relative operating characteristic curve or which maximize the chosen probabilistic distance between two populations are studied here. We obtain an expression for the optimal linear discriminant function and show that the resulting procedure belongs to the Anderson-Bahadur admissible class. The asymptotic form of the discriminant function is also studied.

• Publisher: Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
• Journal: Acta Universitatis Lodziensis. Folia Oeconomica
• Year: 2000
• Volume: 152

Dates

published

2000

Contributors

author

Krzyśko, Mirosław

author

Wołyński, Waldemar

other

Adam Mickiewicz University, Faculty of Mathematics and Computer Science

other

Technical University of Zielona Góra

Identifiers

URI

http://hdl.handle.net/11089/19372