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A Preliminary Test in Discriminant Analysis

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  • Bar-Hen, Avner

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.

Suggested Citation

  • Bar-Hen, Avner, 1996. "A Preliminary Test in Discriminant Analysis," Journal of Multivariate Analysis, Elsevier, vol. 57(2), pages 266-276, May.
    • Handle: RePEc:eee:jmvana:v:57:y:1996:i:2:p:266-276
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    Cited by:

    1. Domingo Morales & Leandro Pardo, 2001. "Some approximations to power functions of ϕ-divergence tests in parametric models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(2), pages 249-269, December.
    2. Kala, Radoslaw & Krzysko, Miroslaw, 2003. "An extension of Bar-Hen's preliminary test procedure," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 410-412, February.

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