Page 220 - Introduction to Statistical Pattern Recognition
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202 Introduction to Statistical Pattern Recognition
(5.16) and (5.17) show
where Ed indicates the expectation with respect to the design samples, and 97. is
the number of design samples (while N indicates the number of test samples).
Therefore, from (5.56) and (5.57),
Assuming that ri is reasonably large, we can eliminate E ( Ahm(X) ] for rn larger
than 2.
From (5.37), the error of a random classifier for given test distributions is
expressed by
(5.59)
When Ah is small, we may use the following approximation
ejoh(X) = joh(X)ejwAh(X) E - ejoll(x)[ l+jmAh(x)+- tio)2 Ah2(X)] . (5.60)
e
2
A
Then, A& = 8: - E can be approximated by
1
A& 2- -jj{Ah(X) + ~Ah2(X)Jc’W”‘X’p(X)dwdX (5.61)
2
2x
Bayes classifier: When h(X) is the Bayes classifier for the given test
distributions, F(X) = 0 at h (X) = 0. In this case, the Bayes error, E, is the
minimum error and A& of (5.61) must be always positive. In order to confirm
the validity of the error expression (5.59), let us prove AE 2 0 as an exercise.
The first step to prove A& 2 0 is to show that the first order variation of
(5.61) is zero regardless of Ah(X), as follows.