A Preliminary Test in Discriminant Analysis

One of the aims of discriminant analysis is the allocation of unknown entities to populations that are knowna priori. Considerkpopulations. LetXdenote the vector of observations on an experimental unit, whose origin is uncertain. For the general parametric case, a test is proposed to verify the hypothesis thatXis coming from a new population. The case of normal population with equal variance is fully derived.

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Year of publication:	1996
Authors:	Bar-Hen, Avner
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 57.1996, 2, p. 266-276
Publisher:	Elsevier
Keywords:	discrimination Kullback-Leibler divergence outliers detection atypicality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199867