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ADMISSIBILITY OF LIKELIHOOD RATIO RULES IN COVARIATE CLASSIFICATION USING DEPENDENT SAMPLES
Author(s) -
Bandyopadhyay Shibdas
Publication year - 1983
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1983.tb01220.x
Subject(s) - covariate , statistics , mathematics , set (abstract data type) , maximum likelihood , sampling (signal processing) , econometrics , computer science , filter (signal processing) , computer vision , programming language
Summary The two populations considered for this study are two distinct time points. Samples consist of observations made at both the time points on every sampling unit. The unit to be classified is observed at one of the two time points. The observation vectors contain covariates, having same expectation at both the time points. In this set‐up admissibility of some likelihood ratio rules is established.