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The term used for the estimation of the misclassification rate in the discriminant analysis. Number of techniques has been proposed for two-group situation, but the multiple-group situation has rarely been addressed. The easiest procedure is the resubstitution technique, in which the training data are classified using the estimated classification rule and proportion incorrectly placed used as the estimate of misclassification rate. This technique is known to have a large optimistic bias, but it has the benefit that it can be applied to the multigroup problems with no modification required. An alternative technique is the leave one out estimator, in which each of the observation in turn is removed from the data and the classification rule recomputed using remaining data. The proportion improperly classified by the procedure will have reduced bias compared to resubstitution technique. This method can also be implied to the multi group problem with no modification but it has the large amount of variance.
The phrase first spoken by one of the witches in Macbeth. Now this is used to describe the exponential rise in the number of possible locations in the multivariate space as dimensi
Change point problems : Problems with chronologically ordered data collected over the period during which there is known to have been a change in the underlying data generation cou
Multidimensional scaling (MDS) is a generic term for a class of techniques or methods which attempt to construct a low-dimensional geometrical representation of the proximity matr
The Null Hypothesis - H0: γ 1 = γ 2 = ... = 0 i.e. there is no heteroscedasticity in the model The Alternative Hypothesis - H1: at least one of the γ i 's are not equal
Multicentre study : The clinical trial conducted simultaneously in the number of participating hospitals, with all centres following an agreed-upon study of the protocol and with
The Null Hypothesis - H0: There is autocorrelation The Alternative Hypothesis - H1: There is no autocorrelation Rejection Criteria: Reject H0 (n-s)R 2 > = (1515 - 4) x (0.
Chebyshev's inequality: A statement about the proportion of the observations which fall within some number of the standard deviations of the mean for any of the probability distri
Inliers is the term used for the observations most likely to be subject to error in situations where the dichotomy is developed by making a ‘cut’ on an ordered scale, and where th
The probability distribution of the various observations is required to obtain the run of two successes in the series of Bernoulli trials with the probability of success equal to a
A theorem which shows that any counting process may be uniquely decomposed as the sum of a martingale and a predictable, right-continous process called the compensator, assuming ce
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