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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.
Conditional probability : The probability that an event occurs given the outcome of other event. Generally written, Pr(A|B). For instance, the probability of a person being color b
Chapter 7 2. Describe the distribution of sample means (shape, expected value, and standard error) for samples of n =36 selected from a population with a mean of µ = 100 and a sta
Laplace distribution : The probability distribution, f(x), given by the following formula Can be derived as the distribution of the difference of two independent random var
Response feature analysis is the approach to the analysis of longitudinal data including the calculation of the suitable summary measures from the set of repeated measures on each
Cointegration : The vector of not motionless time sequence is said to be cointegrated if the linear combination of the individual series is stationary. Facilitates suitable testing
Law of likelihood : Within framework of the statistical model, a particular set of data supports one statistical hypothesis or assumption better than another if the likelihood of t
A test for equality of the variances of the two populations having normal distributions, based on the ratio of the variances of the sample of observations taken from each. Most fre
Observation-driven model is a term generally applied to models for the longitudinal data or time series which introduce within the unit correlation by specifying the conditional
It is the multivariate normal random vector which satisfies certain conditional independence suppositions. This can be viewed as a model framework which contains a wide range of st
The time series for RESI1, HI1 and COOK1 have appeared again with different outlier values even though the 17 outliers found early were removed.
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