Discriminant Analysis - Statpower

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The linear discriminant function was proposed by Fisher (1936). Suppose we have N 1 independent observations from population 1 and N 2 independent observations from population 2, and we have recorded p measurements. The sample mean vectors are x 1 and x 2, and the grand mean is N x N + + N N 1 1 2 2 x = (1) 1 2 x
Page 1 and 2: Discriminant Analysis In discrimina
Page 3: Linear Discriminant Function - Two
Page 7 and 8: ( ) βˆ = cA −1 x −x (3) 1 2 w
Page 9 and 10: Recall that group 1 is associated w
Page 11 and 12: so ˆβ in Equation (9) can be repl
Page 13 and 14: Of course, we could generate a diff
Page 15 and 16: above function values will lead to
Page 17 and 18: Example. Morrison (1990, page 143)
Page 19 and 20: In this case, −1 S is given by
Page 21 and 22: Note that variables x 1 and x 3 do
Page 23 and 24: But first, let’s perform the anal
Page 25 and 26: Now, if we drop the two non-contrib

Discriminant Analysis - Statpower

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