Estimation of Error Rates in Discriminant Analysis

Several methods of estimating error rates in Discriminant Analysis are evaluated by sampling methods. Multivariate normal samples are generated on a computer which have various true probabilities of misclassification for different combinations of sample sizes and different numbers of parameters. The...

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Bibliographic Details
Published in:Technometrics 1968-02, Vol.10 (1), p.1-11
Main Authors: Lachenbruch, Peter A., Mickey, M. Ray
Format: Article
Language:English
Subjects:
Analytical estimating
Covariance matrices
Discriminant analysis
Discriminants
Error rates
Estimation methods
Gaussian distributions
Point estimators
Research methods
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Summary:Several methods of estimating error rates in Discriminant Analysis are evaluated by sampling methods. Multivariate normal samples are generated on a computer which have various true probabilities of misclassification for different combinations of sample sizes and different numbers of parameters. The two methods in most common use are found to be significantly poorer than some new methods that are proposed.
ISSN:0040-1706
1537-2723
DOI:10.1080/00401706.1968.10490530