Discriminant Analysis - Statpower

with, for example,
′ −1
b′ = x S (16)
1 1
and
a
xS ′ x bx ′ (17)
1 −1
1
1 =−
2 1 1 =−2
1 1
Equations (14)–(17) yield the “Fisher discriminant
function” weights and constant printed by SPSS,
except for one additional element. If the groups
have a different prior likelihood of occurrence, the