ON THE NONCENTRAL DISTRIBUTION OF A RANDOM MATRIX USEFUL IN CLASSIFICATION THEORY |
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| Authors: | G. S. Rogers D. G. Kabe |
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| Affiliation: | New Mexico State University, Las Cruces, New Mexico;Saint Mary's University, Halifax, Nova Scotia, Canada |
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| Abstract: | To prove the optimality properties of the maximum likelihood (and also minimum distance) discriminant rule Rogers (1980, p. 98) embeds the maximum likelihood discriminant function in a Cauchy-Schwartz inequality. This embedding procedure of Rogers (1980) may be used to derive a new distribution for Anderson's (1958) classification statistic. |
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