A method for estimating the performance of a statistical classifier. The method includes inputting a first set of business data in a first format from a real business process and storing the first set of business data in the first format into memory. The method applying a statistical classifier to the first set of business data and recording its classification decisions and obtaining a labeling that contains the correct decision for each data item. The method includes computing a weight for each data item that reflects its true frequency and computing a performance measure of the statistical classifier based on the weights that reflect true frequency. The method also displays the performance measure to a user.