Minimum distance discrimination rules and success rates for elliptical normal mixtures

Markos Koutras

Statistics & Probability Letters, 1992, vol. 13, issue 4, 259-268

Abstract: The linear discriminant function which is optimal for discriminating between normal alternatives is shown to be optimum for the class of elliptical normal mixtures. Some methods for evaluating the probabilities of correct classification of the two-group discrimination problem are discussed.

Keywords: Elliptical; distributions; elliptical; normal; mixtures; minimum; distance; classification; linear; discriminant; function; success; rates (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (3)

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