Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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On Testing Fisher's Linear Discriminant Function When Covariance Matrices Are Unequal

  • Kim, Hea-Jung (Department of Statistics, Dongguk University, Seoul 100-715)
  • Published : 1993.12.01
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Abstract

This paper propose two test statistics which enable us to proceed the variable selection in Fisher's linear discriminant function for the case of heterogeneous discrimination with equal training sample size. Simultaneous confidence intervals associated with the test are also given. These are exact and approximate results. The latter is based upon an approximation of a linear sum of Wishart distributions with unequal scale matrices. Using simulated sampling experiments, powers of the two tests have been tabulated, and power comparisons have been made between them.

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References

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