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Moments of the likelihood-based discriminant function

Publication: Contribution to journalJournal articlepeer-review

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Abstract

The likelihood approach used in this paper leads to quadratic discriminant functions. Classification into one of two known multivariate normal populations with a known and unknown covariance matrix are separately considered, where the two cases depend on the sample size and an unknown squared Mahalanobis distance. Their exact distributions are complicated to obtain. Therefore, moments for the likelihood based discriminant functions are established to express the basic characteristics of respective distribution.
Original languageEnglish
Pages (from-to)1122-1134
Number of pages13
JournalCommunications in Statistics - Theory and Methods
Volume53
Issue number3
DOIs
Publication statusPublished - 2024

Keywords

  • classification
  • discriminant function
  • maximum likelihood
  • moments

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