Some Upper Bounds on Error Probability for Multiclass Pattern Recognition

An upper bound on the probability of error for the general pattern recognition problem is obtained as a functional of the pairwise Kolmogorov variational distances. Evaluation of the bound requires knowledge of a priori probabilities and of the class-conditional probability density functions. A tighter bound is obtained for the case of equal a priori probabilities, and a further bound is obtained that is independent of the a priori probabilities.