This section describes the formulas saved using the Save Probability Formula option. The conditional probability that an observation with predictor values x1, x2, …, xp belongs in the class Cr is given by
as shown in the section Algorithm.
as shown in the section Algorithm.
.
over all classes. This is the denominator in the expression for
.
.
is the largest. This is equivalent to classifying an observation into the class for which its Naive Score formula is the largest.