On the estimation of probability of error

This paper considers the problem of estimation of classification error in Pattern Recognition. A Theorem is presented to obtain the changes in the eigenvalues and eigenvectors of matrices of the form S2 -1 S1, when there are changes of first order of smallness in the real Symmetric matrices Si, i=1, 2. Based on this theory a computational algorithm is developed for the estimation of classification error of Fisher classifier, using leaving groups out method.