Before revision:  Simulation results show that the UMPR with an appropriate data-dependent penalty achieves larger generalized expected utility than some common estimators in the traditional binary classification if the conditional probability of the binary outcome is misspecified.
After revision:  Simulation results show that the UMPR with an appropriate data-dependent penalty achieves larger generalized expected utility than some common estimators in the binary classification if the conditional probability of the binary outcome is misspecified.