THE BIAS OF FISHER LINEAR DISCRIMINANT FUNCTION WHEN THE VARIANCES ARE NOT EQUAL

被引：2

作者：

ONEILL, TJ ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,DEPT STAT,CANBERRA,ACT 2600,AUSTRALIA

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 14卷 / 03期

关键词：

FISHER LINEAR DISCRIMINANT RULE; PROPORTIONAL COVARIANCE MATRICES;

D O I：

10.1016/0167-7152(92)90023-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Since Fisher's linear discriminant rule (FLDR) is the most widely used classification rule, its behaviour under non-standard situations is of great interest. This paper gives an expansion for the mean of FLDR when the equal variance matrices assumption is violated. The expansion has a particularly simple form for proportional covariance matrices.

引用

页码：205 / 210

页数：6

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