Interval estimates for posterior probabilities in a multivariate normal classification model

A. W. Ambergen and W. Schaafsma

Journal of Multivariate Analysis, 1985, vol. 16, issue 3, 432-439

Abstract: This paper is devoted to the asymptotic distribution of estimators for the posterior probability that a p-dimensional observation vector originates from one of k normal distributions with identical covariance matrices. The estimators are based on training samples for the k distributions involved. Observation vector and prior probabilities are regarded as given constants. The validity of various estimators and approximate confidence intervals is investigated by simulation experiments.

Keywords: estimating; posterior; probabilities; classification; discriminant; analysis; multivariate; normal; distributions (search for similar items in EconPapers)
Date: 1985
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