Updating of population parameters and credibility of discriminant analysis

Citation
Hy. Gao et al., Updating of population parameters and credibility of discriminant analysis, MATH GEOL, 31(3), 1999, pp. 249-275
Citations number
13
Categorie Soggetti
Earth Sciences
Journal title
MATHEMATICAL GEOLOGY
ISSN journal
08828121 → ACNP
Volume
31
Issue
3
Year of publication
1999
Pages
249 - 275
Database
ISI
SICI code
0882-8121(199904)31:3<249:UOPPAC>2.0.ZU;2-5
Abstract
The uncertainty of classification in discriminant analysis may result from the original characteristics of the phenomena studied, the approach of infe rring population parameters, and the credibility of the parameters which ar e estimated by geologist or statistician. A credibility function and a sign ificance function are proposed. Both can be used to appraise the uncertaint y of classification. The former is involved with the uncertainty resulting from the errors in the reward-penalty matrix, while the latter may be invol ved with the uncertainty resulting from the original characteristics of the phenomena studied and the statistical approach. Inappropriate classified r esults may be originated from the bias estimates of population parameters ( mean vector and covariance matrix), which are estimated by bias samples. Th ese bias estimates can be updated by constraining the varying region of the mean vector The equations for updating Bayesian estimates of the mean vect or and the covariance matrix are demonstrated if the mean vector is restric ted to a subregion of the entire real space. Results for a gas reservoir in dicate that the discriminant rules based on the updated equations are more efficient than the traditional discriminant rules.