On an Equal Mean Quadratic Classification Rule With Unknown Prior Probabilities

We describe a formal approach to the construction of optimal classification rule for the two-group normal classification with equal population mean problem. Based on the utility function of Bernardo, we suggest a balanced design for the classification and construct the optimal rule under the balanced design condition. The rule is characterized by a constrained minimization of total risk of misclassification, the constraint of which is constructed by the process of equation between expected utilities of the two group conditional densities. The efficacy of the suggested rule is examined through numerical studies. This indicates that, in case little is known about the relative population sizes, dramatic gains in accuracy of classification result can be achieved.