Description:
<p>A method is described for assigning an observation to one of two normal populations with differing, unknown means and differing, unknown variances. The classification procedure rests on the likelihood ratio, which, for a given observation, is a function of four unknown parameters. Sample information is used to obtain a confidence region for these parameters. From this confidence region, a conservative confidence interval for the likelihood ratio is derived. Interpreting the likelihood ratio as a measure of the odds in favor of each population as the source of the observation, the interval can be used, in an obvious manner, for classification purposes. Simulation techniques are employed to examine the conservative nature of the interval. Finally, as an illustration of the method, the results are applied to the determination of authorship of the disputed Federalist papers.</p>