Search results for "Optimal discriminant analysis"

SIMULATION EXPERIMENTS WITH MULTIPLE GROUP LINEAR AND QUADRATIC DISCRIMINANT ANALYSIS

1973

Summary A simulation program is described which can be performed to obtain estimates of the different types of misclassification probabilities for multiple group linear and quadratic discriminant analysis. The program can be used to study how these errors depend on sample sizes and the different parameters of the multivariate normal distribution. Examples for several simulation experiments are given and possible conclusions are discussed.