Two LDF characterizations of the normal as a spherical distribution
Two optimal characteristic properties of the normal distribution are shown: (a) Of all the SNM (spherical scale normal mixtures) the normal with the same Mahalanobis distances between [Pi]i:SNM([mu]i) and [Pi]j:SNM([mu]j), i [not equal to] j, maximizes the probabilities of correct classification determined by a certain subclass of the LDF classification rules; (b) The class of LDF (linear discriminant function) rules is the admissible class for the discrimination problem with spherical population alternatives iff the spherical distribution is normal.
Year of publication: |
1992
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Authors: | Cacoullos, Theophilos |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 40.1992, 2, p. 205-212
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Publisher: |
Elsevier |
Keywords: | Spherical distributions linear discriminant functions characterizations of normality spherical normal mixtures discriminatory power |
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