
290 Supervised Classification Part 2
For the classification of n test data, which a re represented by the i.i.d. sample
X
1
. . . X
n
, the ra ndom variable
Y = X
1
+ X
2
+ . . . X
n
corresponds to the total number of misclassifications. The random variable
describing the misclassification rate is therefore Y/n having mean value
h
1
n
Y i =
1
n
(hX
1
i + . . . + hX
n
i) =
1
n
· nθ = θ. (7.9)
From the independence of the X
i
, i = 1 . . . n, the varia nc e of Y is given by
var(Y ) = var(X
1
) + . . . + var(X
n
) = nθ(1 − θ), (7.10)
so the variance of the misclassificatio n ra te is
σ
2
= var
Y
n
=
1
n
2
var(Y ) =
θ(1 − θ)
n
. (7.11)
For y observed misc lassifications we estimate θ as
ˆ
θ = y/n. Then ...