Robustness to nonnormality of the linear discriminant function: mixtures of normal distributions

Abstract
Using the techniques developed by Subrahmaniam and Ching’anda (1978), we study the robustness to nonnormality of the linear discriminant functions. It is seen that the LDF procedure is quite robust against the likelihood ratio rule. The latter yields in all cases much smaller overall error rates; however, the disparity between the error rates of the LDF and LR procedures is not large enough to warrant the recommendation to use the more complicated LR procedure.

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