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ON THE NONCENTRAL DISTRIBUTION OF A RANDOM MATRIX USEFUL IN CLASSIFICATION THEORY

 

作者: G. S. Rogers,   D. G. Kabe,  

 

期刊: Australian Journal of Statistics  （WILEY Available online 1983）
卷期: Volume 25, issue 1  

页码: 58-63

 

ISSN:0004-9581

 

年代: 1983

 

DOI:10.1111/j.1467-842X.1983.tb01196.x

 

出版商: Blackwell Publishing Ltd

 

数据来源: WILEY

 

摘要:

SummaryTo prove the optimality properties of the maximum likelihood (and also minimum distance) discriminant rule Rogers (1980, p. 98) embeds the maximum likelihood discriminant function in a Cauchy‐Schwartz inequality. This embedding procedure of Rogers (1980) may be used to derive a new distribution for Anderson's (1958) classification statisti

 

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