SOME EXPECTED VALUES FOR THE ERROR RATES OF THE SAMPLE QUADRATIC DISCRIMINANT FUNCTION1 |
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Authors: | G J McLachlan |
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Institution: | Department of Mathematics, University of Queensland |
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Abstract: | The expected error rates of the sample quadratic discriminant function are studied in the context of two populations with different means and proportional covariance matrices. For the general case of all population parameters unknown the expected error rates are expressed in the form of asymptotic expansions which are evaluated numerically and tabulated for several combinations of the population parameters. |
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