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Sequential discrimination
Authors:Stephen C Hora
Institution:Texas Tech University , Lubbock, Texas, 79409
Abstract:An analysis of the 1-stage classification decision with two candidate populations is provided in this paper. When the successive posterior probabilities follow a first order markov process it it shown that the optimal classification rules are greatly simplified. A detailed analysis and example are provided for the important case of multivariate normality with equal covariance matrices.
Keywords:discrimination  classification  sequential analysis  decision theory
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