A Comparison of Some Multivariate Discrimination Procedures

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Abstract
A sequence of observations is obtained; each observation is known to be a value on one of two distinct absolutely continuous p-dimensional random variables, X and Y. The problem is to decide whether each observation is on X or Y. Some discrimination procedures are suggested and, using Monte Carlo methods, they are compared with other discrimination procedures to be found in the literature. The overall best performer in the comparisons of this study is one of the suggested procedures, a “nearest neighbor” type procedure based on statistically equivalent blocks.

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