Probability of Misclassification Under Nelly Distribution Using Optimal Rule
Probability of Misclassification Under Nelly Distribution Using Optimal Rule
ISSN No:-2456-2165
𝐸 = 𝑃1 ∫ 𝑓1 (𝑥) 𝑑𝑥 + 𝑃2 ∫ 𝑓2 (𝑥) 𝑑𝑥
𝑅2 𝑅1
𝐸 = 𝑃1 [1 − ∫ 𝑓1 (𝑥) 𝑑𝑥 + 𝑃2 ∫ 𝑓2 (𝑥) 𝑑𝑥 ]
𝑅1 𝑅1
Where 𝐸 is minimized (Neyman Pearson Lemma) if 𝑅1 included the points 𝑋 such that [𝑃2 𝑓2 − 𝑃1 𝑓1 ] < 0 and excludes the
points for which [𝑃2 𝑓2 − 𝑃1 𝑓1 ] > 0. Thus, the classification rule is
𝑓1 𝑃2
𝑅1 ∶ ≥
𝑓2 𝑃1
𝑓1 𝑃2
𝑅2 ∶ <
𝑓2 𝑃1
1
In what follows, assume 𝑃1 = 𝑃2 = 2 , it is well known that if 𝑃1 = 𝑃2 and 𝑓𝑖 (𝑥) is univariate normal; the classification
rule given above is equivalent to Fisher’s Linear Discriminant function. (Lachenbruch, 1975).
1 1 𝑋 − 𝜇𝑖 2
𝑓𝑖 (𝑥) = 𝑒𝑥𝑝 [− ( ) ] − ∞ < 𝑥 < ∞, 𝑖 = 1,2
𝜎√2𝜋 2 𝜎
𝐻0 ∶ 𝜃 = 𝜇1 vs
𝐻𝑎 : 𝜃 ≠ 𝜇2
𝑓1 (𝑥) 1 𝑋 − 𝜇1 2 1 𝑋 − 𝜇2 2
𝐿= = 𝑒𝑥𝑝 [− ( ) + ( ) ]
𝑓2 (𝑥) 2 𝜎 2 𝜎
−1 𝑋 − 𝜇1 2 1 𝑋 − 𝜇2 2
𝐿′ = ( ) + ( )
2 𝜎 2 𝜎
−1
= [2𝑋 − (𝜇1 + 𝜇2 )](𝜇2 − 𝜇1 )
2𝜎 2
1 𝜇1 − 𝜇2
= [𝑋 − (𝜇1 + 𝜇2 )] ( ) (3)
2 𝜎
The above equation is the Anderson discriminant function, when the distributions in the populations are univariate normal
with the same variance but different means. 𝐻𝑜 is rejected 𝑖𝑓 𝐿 < 𝐾, where K is a constant from equation 3.
1
Classify 𝑋 ∈ 𝜋2 𝑖𝑓 𝑋 ≥ (𝜇1 + 𝜇2 )
2
1
Classify 𝑋 ∈ 𝜋1 𝑖𝑓 𝑋 ≥ (𝜇1 + 𝜇2 )
2
𝜆 ∝
= ( 1) 𝑒 2(𝜆2− 𝜆1)𝑥 (5)
𝜆2
𝑓1
Since 𝐼𝑛 ≤ 𝐼𝑛𝑘
𝑓2
𝜆1
2(𝜆2 − 𝜆1 )𝑥 ≤ 𝐼𝑛 𝑘− ∝ 𝐼𝑛 ( )
𝜆2
1 𝜆1
𝑋 ≤ [𝐼𝑛 𝑘− ∝ 𝐼𝑛 ( )]
2(𝜆2 − 𝜆1 ) 𝜆2
𝐼𝑛 𝑘 𝛼 𝜆
≤ 2(𝜆2 − 𝜆1 )
- 2(𝜆 𝐼𝑛 (𝜆1)
2 − 𝜆1 ) 2
𝑅1 = {𝑋 ; 𝑥 ≥ 𝐵 𝑖𝑓 𝜇1 ≥ 𝜇2 }
𝛼 𝜆
Where 𝐵 𝑖𝑠 = 𝐼𝑛 (𝜆1)
2(𝜆2 − 𝜆1 ) 2
The optimum probabilities of misclassification of Nelly distribution using Linear discriminant function (LDF) and
Likelihood ratio (LR)
𝛼
The cumulative distribution function of Nelly distribution with parameters 𝜇1 and 𝛼 (𝜇𝑖 = ) is given by
2𝜆
𝛶(∝, 𝜇𝑥)
𝐹(𝑥, ∝, 𝜇) = = 𝑃(∝, 𝜇𝑥) (6)
Г(∝)
(−1)𝑛 (𝜇𝑥)∝+𝑛
Where 𝛶(∝, 𝜇𝑥) = ∑∞
𝑛=0 𝑛!(∝ +𝑛)
(𝜇1 + 𝜇2 )
𝐸12 = 𝐹(𝐴: ∝, 𝜇1 ), 𝜇1 > 𝜇2 : 𝐴 =
2
𝛼 𝜆
Recall B = 𝐼𝑛 ( 1)
2(𝜆2 − 𝜆1 ) 𝜆2
Therefore, the probabilities of misclassification based on the linear discriminant function (LDF) and likelihood ratio (LR )
rules for various combination of the parameter 𝜆1 , 𝜆2 𝑎𝑛𝑑 ∝ the values chosen are 𝜆1 = 1.0, 𝜆2 = 2.0, 3.0, 4.0 𝑎𝑛𝑑 ∝ =
2.0, 3.0, 4.0, 5.0,…, 15.0
III. RESULTS
Table 1 Comparison of the optimum probability of misclassification based on the LDF and LR when 𝜆1=1 and 𝜆2=2
Parameters Linear Discriminant Function (LDF) Likelihood Ratio (LR)
𝜆1 𝜆2 𝛼 𝐸12 𝐸21 𝐸 𝐸12 ∗ 𝐸21 ∗ 𝐸∗
1 2 2 0.1734 0.0549 0.1142 0.1398 0.0431 0.0914
3 0.4789 0.1078 0.2934 0.3674 0.0771 0.2223
4 0.1156 0.0075 0.0095 0.0830 0.0556 0.0693
5 0.0115 0.0087 0.0101 0.1708 0.1314 0.1511
6 0.0072 0.0052 0.0062 0.1981 0.1474 0.1727
7 0.0059 0.0055 0.0057 0.3880 0.3605 0.3743
8 0.0053 0.0037 0.0045 0.5117 0.3650 0.4382
9 0.0010 0.0007 0.0009 0.2141 0.1572 0.1856
10 0.0005 0.0006 0.0005 0.3322 0.3431 0.3376
11 0.0004 0.0003 0.0004 0.4437 0.3603 0.4020
12 0.00001 0.00004 0.00001 0.1039 0.0282 0.0661
13 0.00001 0.000002 0.000006 0.1171 0.0303 0.0737
14 0.000005 0.000001 0.000003 0.1210 0.0279 0.0745
15 0.0000003 0.0000006 0.0000001 0.1113 0.0212 0.0663
Table 1 gives a comparison between the linear discriminant function of Nelly distribution and likelihood ratio of Nelly
distribution when all the parameters are known; that is (𝜆1 =1, 𝜆2=2 and α =2 to 15)
Table 2 Comparison of the Optimum Probability of Misclassification based on the LDF and LR when 𝜆1=1 and 𝜆2=3
Parameters Linear Discriminant Function (LDF) Likelihood Ratio (LR)
𝜆1 𝜆2 𝛼 𝐸12 𝐸21 𝐸 𝐸12 ∗ 𝐸21 ∗ 𝐸∗
1 3 2 0.1443 0.0213 0.0828 0.0370 0.0047 0.0209
3 0.3823 0.0288 0.2055 0.0626 0.0032 0.0329
4 0.0093 0.0005 0.0049 0.2030 0.0047 0.1041
5 0.0029 0.0010 0.0019 0.0228 0.0084 0.0156
6 0.0022 0.0011 0.0017 0.0484 0.0256 0.0370
7 0.0018 0.0009 0.0014 0.0759 0.0412 0.0585
8 0.0009 0.0006 0.0007 0.1000 0.0699 0.0850
9 0.0008 0.0005 0.0007 0.1702 0.1134 0.1418
10 0.0007 0.0006 0.0007 0.3588 0.3036 0.3312
11 0.0004 0.0003 0.0004 0.3955 0.3245 0.3599
12 0.0003 0.0002 0.0003 0.5845 0.4462 0.5154
13 0.0002 0.0001 0.0002 0.6956 0.5181 0.6069
14 0.000001 0.000001 0.000001 0.9051 0.6947 0.7999
15 0.000001 0.0000006 0.000001 0.000004 0.000006 0.000003
Table 3 Comparison of the Optimum Probability of Misclassification based on the LDF and LR when 𝜆1=1 and 𝜆2=4
parameters Linear discriminant function (LDF) Likelihood ratio (LR)
𝜆1 𝜆2 𝛼 𝐸12 𝐸21 𝐸 𝐸12 ∗ 𝐸21 ∗ 𝐸∗
1 4 2 0.0161 0.0071 0.0116 0.0237 0.0105 0.0171
3 0.3360 0.0111 0.1736 0.0106 0.0002 0.0054
4 0.0034 0.0010 0.0022 0.0123 0.0039 0.0081
5 0.0053 0.0013 0.0033 0.0262 0.0065 0.0164
6 0.0040 0.0008 0.0024 0.0326 0.0071 0.0199
7 0.0013 0.0003 0.0008 0.0260 0.0069 0.0165
8 0.0007 0.0002 0.0005 0.0383 0.0136 0.0259
9 0.0006 0.0002 0.0004 0.0711 0.0268 0.0489
10 0.0006 0.0004 0.0005 0.2196 0.1469 0.1833
11 0.0004 0.0001 0.0003 0.1660 0.0664 0.1162
12 0.0003 0.0002 0.0002 0.3967 0.2600 0.3283
13 0.0002 0.0001 0.0002 0.6532 0.5239 0.5886
14 0.000001 0.000006 0.000008 0.6103 0.4085 0.5094
15 0.0000002 0.0000005 0.0000001 0.0000003 0.0000008 0.0000006
Table 3 gives a comparison between the linear discriminant function of Nelly distribution and likelihood ratio of Nelly
distribution when all the parameters are known; that is (𝜆1 =1, 𝜆2=4 and α =2 to 15)