On a distributionfree method in discriminant analysis |
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| Authors: | K Fischer Chr Thiele |
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| Institution: | 1. Sektion Mathematik , Humboldt-Universit?t , Postfach 1297, Berlin, GDR, DDR-1086;2. Zentralinstitut für Herz- und Kreislauf-Regulationsforschung , Berlin-Buch, GDR, DDR-1115 |
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| Abstract: | Linear discriminant rules for two symmetrical distributions, which only need the first and second moments of these distributions, are presented. The rules are based on Zhezhel's idea using the most unfavourable probabilities of misclassification as an optimality criterion. Also a rule is considered which deals with distributions differing in a location and scale parameter. |
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| Keywords: | Discriminant analysis most unfavourable probability of misclassification BAYESian rule minimax rule |
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