Improved Tolerance Factors for Multivariate Normal Distributions |
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| Authors: | K Krishnamoorthy Sumona Mondal |
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| Institution: | 1. Department of Mathematics , University of Louisiana at Lafayette , Lafayette , Louisiana , USA krishna@louisiana.edu;3. Department of Mathematics , University of Louisiana at Lafayette , Lafayette , Louisiana , USA |
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| Abstract: | The Qos and Qm are two leading estimators of the probability of misclassification which are based on the asymptotic expansion of the the expected value of the Error Rate, Pi. The estimators are, however, not suitable for estimating the Error rates for certain ranges of the parameters p , n1, n2 and ß.We investigate the regions in which they produce unacceptable estimates , and show that the Qos is, in general, better than the Qm in producing acceptable estimates |
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| Keywords: | Confidence Content Coverage probability Non central chi-square approximation Wishart distribution |
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