2006
DOI: 10.1198/016214505000001041
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Incorporating Additional Information to Normal Linear Discriminant Rules

Abstract: The most useful and broadly known rule in the classical two-group linear normal discriminant analysis is Anderson's rule. In this article we propose some alternative procedures that prove useful when prior constraints on the mean vectors are known. These rules are based on new estimators of the difference of means. We prove under mild conditions that the new rules perform better when the common covariance matrix is known. Simulated experiments show that the misclassification errors are lower for the restricted… Show more

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Cited by 17 publications
(26 citation statements)
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“…To our best knowledge, the first paper in this line was Long and Gupta (1998). More recently, Fernández et al (2006) generalized and improved the results in that paper and proposed rules that take into account this additional information and have lower total misclassification probabilities (TMP) than the classical rules that do not consider this information. A good example of this situation appears in Section ??…”
Section: Introductionmentioning
confidence: 99%
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“…To our best knowledge, the first paper in this line was Long and Gupta (1998). More recently, Fernández et al (2006) generalized and improved the results in that paper and proposed rules that take into account this additional information and have lower total misclassification probabilities (TMP) than the classical rules that do not consider this information. A good example of this situation appears in Section ??…”
Section: Introductionmentioning
confidence: 99%
“…In Fernández et al (2006) the behavior of the 'restricted' rules is evaluated using the TMP which is the expected, or unconditional, true error rate E (E n ). This allows the study of global properties of the rule but not the evaluation of E n for a given sample M n .…”
Section: Introductionmentioning
confidence: 99%
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