On approximating distribution of the quadratic discriminant function

Autor:	Behzad Mansouri, Rahim Chinipardaz, G. Rekabdar
Rok vydání:	2015
Předmět:	Statistics and Probability Distribution (mathematics) Exponential family Noncentral chi distribution Modeling and Simulation Computation Mathematical analysis Statistics Noncentral chi-squared distribution Probability density function Natural exponential family Noncentral F-distribution Mathematics
Zdroj:	Communications in Statistics - Simulation and Computation. :1-13
ISSN:	1532-4141 0361-0918
DOI:	10.1080/03610918.2015.1053920
Popis:	The quadratic discriminant function (QDF) with known parameters has been represented in terms of a weighted sum of independent noncentral chi-square variables. To approximate the density function of the QDF as m-dimensional exponential family, its moments in each order have been calculated. This is done using the recursive formula for the moments via the Stein's identity in the exponential family. We validate the performance of our method using simulation study and compare with other methods in the literature based on the real data. The finding results reveal better estimation of misclassification probabilities, and less computation time with our method.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6de7ce756d62413de65bdc22bd225b14 https://doi.org/10.1080/03610918.2015.1053920 Zobrazit plný text záznamu