Confidence value plays a vital role in the decision of rejection thres
hold and the integration of multiple classifiers. Nearest neighbor (NN
) classifier is the most traditional and most common nonparameter stat
istical pattern classifier, However, so far there is no explicate theo
retical analysis of the connection between nearest distance and confid
ence value. An analytical insight into different approximations is pre
sented and one formula is pointed out that it is optimal in the sense
of mathematical expectation. Practice in handwritten numeral recogniti
on strongly supports the conclusion.