Estimation of Prior Distributions of a Mixture

碩士 === 國立中興大學 === 應用數學研究所 === 82 === In the pattern classification problem, it is known that the Bayes decision rule, which separates k classes, gives a minimum probability of misclassification. In this study, the prior probability of each...

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Bibliographic Details
Main Authors: Su-hsing Yang, 楊素幸
Other Authors: T. F. Li
Format: Others
Language:en_US
Published: 1994
Online Access:http://ndltd.ncl.edu.tw/handle/03227708913910640171
Description
Summary:碩士 === 國立中興大學 === 應用數學研究所 === 82 === In the pattern classification problem, it is known that the Bayes decision rule, which separates k classes, gives a minimum probability of misclassification. In this study, the prior probability of each class is unknown and the conditional density functions are known. A set of unidentified input patterns is used to establish an empirical Bayes rule, which separates k classes and which leads to estimation of the priors. This can adapt itself to a better decision rule by making use of input patterns while the system is in use. The resulting misclassification can be made arbitrarily close to that of the rule. The result of a Monte Carlo Simulation study with normal, uniform and exponential distributions are presented to the favorable prior estimation for the empirical Bayes rule.