On several occasions you want to classify an observation x into one of two categories
Depending on which ever probability is higher we classify x as either being in
However, there is a non-zero probability that x might belong to
Bayes Error
Larger the area under this region there is a greater chance for misclassification. The area under this error region is given by
Since minimum function is quite difficult to deal with it is replaced by a smooth power function as
Hence the upper bound for the area is given by
The