Asymptotic expansion of the distribution of the Z statistic in discriminant analysis

Ahmed Zogo Memon and Masashi Okamoto

Journal of Multivariate Analysis, 1971, vol. 1, issue 3, 294-307

Abstract: This paper deals with the classification statistic Z due to John [4], which is a competitor to the Anderson statistic W in discriminant analysis with two multivariate normal populations. An asymptotic expansion of the distribution of Z as well as the associated probability of misclassification with respect to the three numbers of degrees of freedom is given. Some coefficients in the expansion for the latter are computed numerically and compared with those for W, which were given before by Okamoto.

Keywords: asymptotic; expansion; Z; statistic; discriminant; analysis; Anderson; statistic; W; maximum; likelihood; procedure; probability; of; misclassification; minimax; property (search for similar items in EconPapers)
Date: 1971
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(71)90004-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:1:y:1971:i:3:p:294-307

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().