Correlation between successive values of Anderson's classification statistic in the hold-out method

Pil S. Park and Anant M. Kshirsagar

Statistics & Probability Letters, 1996, vol. 27, issue 3, 259-265

Abstract: Lachenbruch suggested the use of the hold-out method for assessing the chance of misclassification when a new observation is to be classified into one of two normal populations, using Anderson's classification statistic. The successive values of the Anderson statistic, for this method, are then correlated. This correlation in large samples is derived in this paper and its effect on the confidence interval for the true chance of misclassification is investigated.

Keywords: Anderson's; classification; statistic; Chance; of; misclassification; Hold; out; method (search for similar items in EconPapers)
Date: 1996
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(95)00076-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:27:y:1996:i:3:p:259-265

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().