Actual Error Rates in Classification of the T-Distributed Random Field Observation Based on Plug-in Linear Discriminant Function
Volume 26, Issue 4 (2015), pp. 557–568
Pub. online: 1 January 2015
Type: Research Article
Received
1 August 2014
1 August 2014
Accepted
1 March 2015
1 March 2015
Published
1 January 2015
1 January 2015
Abstract
In current paper a problem of classification of T-distributed random field observation into one of two populations specified by common scaling function is considered. The ML and LS estimators of the mean parameters are plugged into the linear discriminant function. The closed form expressions for the Bayes error rate and the actual error rate associated with the aforementioned discriminant functions are derived. This is the extension of one for the Gaussian case. The actual error rates are used to evaluate and compare the performance of the plug-in discriminant function by means of Monte Carlo study.