The effect of assuming independence in a
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Estelle Russek; Richard A. Kronmal; Lloyd D. Fisher
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Article
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1983
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Elsevier Science
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English
⚖ 879 KB
The effect of assuming independence in the use of Bayes' Theorem for classification and estimation of risk is examined. Analytic results are provided for two specific multivariate normal models and for a model involving binary variables. Monte Carlo results are presented for the former. In these spe