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Lower bound on the error probability for families with bounded likelihood ratios

Author: Andrew L. Rukhin
Journal: Proc. Amer. Math. Soc. 119 (1993), 1307-1314
MSC: Primary 62C05; Secondary 62F11, 62F15, 62F35
MathSciNet review: 1166361
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Abstract: In the classification problem a new sharp lower bound for the error probability is derived. This bound depends only on the prior probabilities and on the support of pairwise likelihood ratios.

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Keywords: Classification problem, error probability, likelihood ratios, linear programming, M-matrix
Article copyright: © Copyright 1993 American Mathematical Society

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