A Preliminary Test in Discriminant Analysis

Avner Bar-Hen

Journal of Multivariate Analysis, 1996, vol. 57, issue 2, 266-276

Abstract: One of the aims of discriminant analysis is the allocation of unknown entities to populations that are knowna priori. Considerkpopulations. LetXdenote the vector of observations on an experimental unit, whose origin is uncertain. For the general parametric case, a test is proposed to verify the hypothesis thatXis coming from a new population. The case of normal population with equal variance is fully derived.

Keywords: discrimination; Kullback-Leibler; divergence; outliers; detection; atypicality (search for similar items in EconPapers)
Date: 1996
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