Figure 2

Unbiased estimates of m _d1 (top) and σ _d1 ²(bottom). The true values of m _d1 and σ _d1 ² (dotted) are compared to the average of 50 conservative point estimates of m _d1 and σ _d1 ² (solid) for the 2-dimensional normal distributions used where N _d = 100. Also displayed are two-sided 95% CIs, based on histograms of the 5000 estimates for different values of the test bag size N _T1 . The true m _d1 and σ _d1 ² were obtained by testing 10,000 independently designed classifiers using 100,000 new, independently generated, test samples from the two normal distributions used. The estimates of m _d1 are unbiased and the estimates of σ _d1 ² are unbiased for N _T1 ≥ 100.