An Application of Monte-Carlo-Based Sensitivity Analysis on the Overlap in Discriminant Analysis
Joint Authors
Razmyan, S.
Hosseinzadeh Lotfi, F.
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-11-10
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
Discriminant analysis (DA) is used for the measurement of estimates of a discriminant function by minimizing their group misclassifications to predict group membership of newly sampled data.
A major source of misclassification in DA is due to the overlapping of groups.
The uncertainty in the input variables and model parameters needs to be properly characterized in decision making.
This study combines DEA-DA with a sensitivity analysis approach to an assessment of the influence of banks’ variables on the overall variance in overlap in a DA in order to determine which variables are most significant.
A Monte-Carlo-based sensitivity analysis is considered for computing the set of first-order sensitivity indices of the variables to estimate the contribution of each uncertain variable.
The results show that the uncertainties in the loans granted and different deposit variables are more significant than uncertainties in other banks’ variables in decision making.
American Psychological Association (APA)
Razmyan, S.& Hosseinzadeh Lotfi, F.. 2012. An Application of Monte-Carlo-Based Sensitivity Analysis on the Overlap in Discriminant Analysis. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-993143
Modern Language Association (MLA)
Razmyan, S.& Hosseinzadeh Lotfi, F.. An Application of Monte-Carlo-Based Sensitivity Analysis on the Overlap in Discriminant Analysis. Journal of Applied Mathematics No. 2012 (2012), pp.1-14.
https://search.emarefa.net/detail/BIM-993143
American Medical Association (AMA)
Razmyan, S.& Hosseinzadeh Lotfi, F.. An Application of Monte-Carlo-Based Sensitivity Analysis on the Overlap in Discriminant Analysis. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-993143
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-993143