Moments of the likelihood-based discriminant function

Emelyne Umunoza Gasana, Dietrich von Rosen and Martin Singull

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 3, 1122-1134

Abstract: The likelihood approach used in this paper leads to quadratic discriminant functions. Classification into one of two known multivariate normal populations with a known and unknown covariance matrix are separately considered, where the two cases depend on the sample size and an unknown squared Mahalanobis distance. Their exact distributions are complicated to obtain. Therefore, moments for the likelihood based discriminant functions are established to express the basic characteristics of respective distribution.

Date: 2024
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DOI: 10.1080/03610926.2022.2100909

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