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An Edgeworth-type expansion for the distribution of a likelihood-based discriminant function

Authors :
Umunoza Gasana, Emelyne
von Rosen, Dietrich
Singull, Martin
Umunoza Gasana, Emelyne
von Rosen, Dietrich
Singull, Martin
Publication Year :
2023

Abstract

The exact distribution of a classification function is often complicated to allow for easy numerical calculations of misclassification errors. The use of expansions is one way of dealing with this difficulty. In this paper, approximate probabilities of misclassification of the maximum likelihood-based discriminant function are established via an Edgeworth-type expansion based on the standard normal distribution for discriminating between two multivariate normal populations.

Details

Database :
OAIster
Notes :
application/pdf, English
Publication Type :
Electronic Resource
Accession number :
edsoai.on1428021386
Document Type :
Electronic Resource
Full Text :
https://doi.org/10.1080.00949655.2023.2219358