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A three-population constrained discrimination procedure

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  • David Patterson

Abstract

Classification rules with a reserve judgment option provide a way to satisfy constraints on the misclassification probabilities when there is a high degree of overlap among the populations. Constructing rules which maximize the probability of correct classification while satisfying such constraints is a difficult optimization problem. This paper uses the form of the optimal solution to develop a relatively simple and computationally fast method for three populations which has a non parametric quality in controlling the misclassification probabilities. Simulations demonstrate that this procedure performs well.

Suggested Citation

  • David Patterson, 2016. "A three-population constrained discrimination procedure," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(16), pages 4771-4787, August.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:16:p:4771-4787
    DOI: 10.1080/03610926.2014.927501
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