A0172
Title: Optimizing allocation rules in discrete and continuous discriminant analysis
Authors: Dario Ferreira - University of Beira Interior (Portugal) [presenting]
Sandra Ferreira - University of Beira Interior, Covilha (Portugal)
Abstract: An approach is presented to obtain confidence ellipsoids for the vector of probabilities of getting particular results in an experiment with several possible outcomes. We further discuss how to obtain optimal allocation rules, in order to reduce the allocation costs, for both discrete and continuous discriminant analysis. The effectiveness of our approach is demonstrated with two numerical applications. One of them uses real data, while the other one uses simulated data.