Application of box-cox transformations to discrimination for the two-class problem |
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Authors: | Peng Qu Wei - Yin Loh |
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Institution: | Department of Statistics , University of Wisconsin-Madison , Madison, WI 53706 |
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Abstract: | The performance of Box-Cox power transformations in classification using Hinkley's (1975) method is studied. Misclassification probabilities before and after transformation are compared. It is found that the use of Box-Cox transformations can sometimes substantially reduce the error probabilities. Estimates of error probabilities are obtained and certain properties are derived. Examples for a number of distributions are given. |
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Keywords: | error probabilities location-shift symmetry |
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