The quadratic discriminant function is often used to separate two classes of points in a multidimensional space. When the two classes are normally distributed, this results in the optimum separation. In some cases however, the assumption of normality is a poor one and the classification error is...

The current study provides a simple algorithm for finding the optimal ROC curve for a linear discriminant between two point distributions, given only information about the classes' means and covariances. The method makes no assumptions concerning the exact type of distribution and is shown to...