Application of Unbiased Estimators to Group Classification Risk Estimation

Abstract

We consider the problem of construction of point and interval estimators for the Bayesian risk of a group classification decision rule provided that the elements of training samples have distributions belonging to the same one-parameter exponential family. We propose a solution to this problem using the asymptotic normality and efficiency of an unbiased risk estimator. An example of application of the obtained theoretical results is given.