Covariate classification by post–stratification

Abstract

The plug–in Anderson's covariate classification statistic is constructed on the basis of an initially unclassified training sample by means of posty–stratification. The asymptotic efficiency relative to the discriminant based on an initially classified training sample is evaluated for the case where a covariate is present. Effect of post–stratification is examined.

Keywords:

• Anderson's classification statistic
• post–stratified training sample
• mixture of normal population
• stratum weight
• probabilities of misclassification
• overall error of misclassification
• asymptotic efficiency