Discriminant Analysis - Statpower
Discriminant Analysis - Statpower
Discriminant Analysis - Statpower
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The linear discriminant function was proposed by<br />
Fisher (1936). Suppose we have N 1 independent<br />
observations from population 1 and N 2<br />
independent observations from population 2, and<br />
we have recorded p measurements. The sample<br />
mean vectors are x 1 and x 2, and the grand mean is<br />
N<br />
x<br />
N<br />
+<br />
+<br />
N<br />
N<br />
1 1 2 2<br />
x =<br />
(1)<br />
1 2<br />
x
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