If the nearest neighbor rule (NNR) is used to classify unknown samples, then Cover and Hart [1] have shown that the average probability of error using

known samples (denoted by

) converges to a number

as

tends to infinity, where

, and

is the Bayes probability of error. Here it is shown that when the samples lie in

-dimensional Euclidean space, the probability of error for the NNR conditioned on the

known samples (denoted by

. so that

converges to

with probability 1 for mild continuity and moment assumptions on the class densities. Two estimates of

from the

known samples are shown to be consistent. Rates of convergence of

to

are also given.