Micro array data provides information of expression levels of thousands of genes in a cell in a single experiment. Numerous efforts have been made to use gene expression profiles to improve precision of tumor classification. In our present study we have used the benchmark colon cancer data set for analysis. Feature selection is done using t‐statistic. Comparative study of class prediction accuracy of 3 different classifiers viz., support vector machine (SVM), neural nets and logistic regression was performed using the top 10 genes ranked by the t‐statistic. SVM turned out to be the best classifier for this dataset based on area under the receiver operating characteristic curve (AUC) and total accuracy. Logistic Regression ranks as the next best classifier followed by Multi Layer Perceptron (MLP). The top 10 genes selected by us for classification are all well documented for their variable expression in colon cancer. We conclude that SVM together with t-statistic based feature selection is an efficient and viable alternative to popular techniques.