Transformation considerations in discriminant analysis
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 15 (1) , 147-179
- https://doi.org/10.1080/03610918608812498
Abstract
The linear discriminant function (LDF) is known to be optimal in the sense of achieving an optimal error rate when sampling from multivariate normal populations with equal covariance matrices. Use of the LDF in nonnormal situations is known to lead to some strange results. This paper will focus on an evaluation of misclassification probabilities when the power transformation could have been used to achieve at least approximate normality and equal covariance matrices in the sampled populations for the distribution of the observed random variables. Attention is restricted to the two-population case with bivariate distributions.Keywords
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