Abstract

ASYMPTOTIC DISTRIBUTION OF PROBABILITIES OF MISCLASSIFICATION FOR EDGEWORTH SERIES DISTRIBUTION

Awogbemi, Clement Adeyeye1 and Godswill Egbe2

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Abstract The exact distribution of the test statistics in multivariate case is quite complicated in many situations, even when the underlying distribution is multivariate normal. Thus there is a need to derive the asymptotic expression for the distribution. In this study, the asymptotic distribution of errors of misclassification for Edgeworth Series is derived by using Taylor’s expansion. The approximated mean and variance of the errors of misclassification and the associated probabilities are then evaluated. Keywords: Asymptotic Distribution, Probability of misclassification, Edgeworth Series Distribution, Approximate Mean, Approximate Variance

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