A three-population constrained discrimination procedure

David Patterson

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 16, 4771-4787

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.

Date: 2016
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DOI: 10.1080/03610926.2014.927501

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