Bound on the Classification Error for Discriminating Between Multivariate Populations with Specified Means and Covariance Matrices
给定均值与协方差的多元总体判别误差界
Let $\mathscr{F}_1, \mathscr{F}_2$ be two families of $p$-variate distribution functions with specified means $\mathbf{\mu}_i (i = 1,2)$ and nonsingular covariance matrices $\Sigma_i$, and let $\pi_i$ be the prior probability assigned to $\mathscr{F}_i$ for $i = 1, 2$. The objective is to discriminate whether an observation $\mathbf{x}$ is from a distribution $F_1 \in \mathscr{F}_1$ or $F_2 \in \mathscr{F}_2$. Given a pair $F = (F_1, F_2)$ the error probability for…