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The application of bias to discriminant analysis |
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| Authors: | Pasquale J Di Pillo |
| Institution: | Baruch College , The City University of New York , |
| Abstract: | When classification rules are constructed using sample estimatest it is known that the probability of misclassification is not minimized. This article introduces a biased minimum X2 rule to classify items from a multivariate normal population. Using the principle of variance reduction, the probability of misclassification is reduced when the biased procedure is employed. Results of sampling experiments over a broad range of conditions are provided to demonstrate this improvement. |
| Keywords: | classification procedures ridge applications biased classification procedures biased discriminant analysis variance reduction discriminant analysis |