Linear discrimination for three known normal populations

DOI10.1016/0378-3758(84)90068-5MaRDI QIDQ2266549zbMATH OpenOpenAlexFDO

Authors M. J. Schervish

Publication date 1984

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(84)90068-5

zbMATH Keywords

Bayes ruleclassification ruleequal covariance matriceslinear discriminant functionminimax rulemultivariate normal distributionsprobabilities of misclassification

Mathematics Subject Classification ID

Compound decision problems in statistical decision theory (62C25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Review text

A random vector is assumed to have one of three known multivariate normal distributions with equal covariance matrices. It is desired to separate the three distributions by means of a single linear discriminant function. Such a function can lead to a classification rule. The function whose classification rule minimizes the average of the three probabilities of misclassification is found. Also the function is found whose rule minimizes the maximum of the three probabilities of misclassification.

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Cites work

• A General Theory of Discrimination When the Information About Alternative Population Distributions is Based on Samples
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• On minimizing the probability of misclassification for linear feature selection
• On the Classification of Observation Data into Distinct Groups
• The Non-Central Multivariate Beta Distribution

Cited in

(11)

• Some remarks on allocatory and separatory linear discrimination
• Quadratic discrimination: Some results on optimal low-dimensional representation
• An asymptotic analysis of the regret risk in discriminant analysis under various training schemes.
• The kurtosis coefficient and the linear discriminant function
• A three-group discrimination using new linear programming model
• Linear dimension reduction in classification: adaptive procedure for optimum results
• Multiclass classification of the scalar Gaussian random field observation with known spatial correlation function
• scientific article; zbMATH DE number 3945123 (Why is no real title available?)
• scientific article; zbMATH DE number 3949519 (Why is no real title available?)
• Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure
• A Test of a Special Case of Typicality in Linear Discriminant Analysis

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