Page 259 - Introduction to Statistical Pattern Recognition
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5  Parameter Estimation                                       24 1



                    density  function  of  mi  by  collection  of  Ni  impulses  which  are  located  at  the
                    existing sample points, X?), . . . ,X$l.  That is,



                                                                               (5.163)


                    where *  indicates something related to the bootstrap operation.  In the bootstrap
                    operation,  the  density  function  of  (5.163)  is  treated  as  the  true  density  from
                    which  samples  are  generated.  Therefore, in  this  section,  Xy) is  considered  a
                    given fixed vector and is not random as it was in the previous sections.
                         When samples are drawn  from p:(X) randomly,  we select only the exist-
                    ing sample points  with random  frequencies.  Thus, the N, samples drawn  from
                    pr(X) form a random density function






                    Within  each  class,  the  wy)’s are  identically  distributed  under  the  condition
                    E::,   wj‘) = 1.  Their statistical  properties are known as

                                                        1
                                                 ,’
                                              E{w‘”] = -                       (5.165)
                                                          ,
                                                       Ni
                                                                               (5.166)



                                       E{AwY)Aw(”] = 0   fori # k  ,           (5.167)

                    where Awj‘) = w$’-l/N,.
                                                            ..x
                         The  H  error  in  the  bootstrap  procedure,  E~,, is  obtained  by  generating
                                                      AX
                                               ..-
                    samples,  designing  a  classifier  based  on  p, (X), and  testing  p;(X) of  (5.163).
                                                                       A*
                    On  the  other  hand,  the  R  error, E~, computed  by  testing  p, (X).  The  bias
                                                   is
                    between them can be expressed by
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