Interval estimates for posterior probabilities in a multivariate normal classification model |
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Authors: | A W Ambergen W Schaafsma |
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Institution: | Centre for Mathematics and Computer Science, Amsterdam, The Netherlands;University of Groningen, Groningen, The Netherlands |
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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. |
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Keywords: | estimating posterior probabilities classification discriminant analysis multivariate normal distributions |
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