Optimal Sample Allocation for Normal Discrimination and Logistic Regression under Stratified Sampling
分层抽样下正态判别与逻辑回归的最优样本分配
For two multivariate normal populations with a common covariance matrix and stratified sampling, we consider two methods of estimation—Fisher's linear discriminant function and logistic regression. Intuition suggests that taking half of the observations from each population is a reasonable design choice. Based on minimizing the expected error regret, asymptotic optimal sample allocations are found. The results indicate that the differences in the expected error regret for…