A three-population constrained discrimination procedure. Issue 16 (17th August 2016)

• Record Type: Journal Article
• Authors: Patterson, David
• Is Part Of: Communications in statistics. Volume 45:Issue 16(2016)
• Page Start: 4771
• Page End: 4787
• Publication Date: 2016-08-17
• Subjects: Classification -- Constrained discrimination -- Reject option -- Reserve judgment option.; 62H30; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2014.927501
• Languages: English
• ISSNs: 0361-0926

Abstract

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.