The Distributions of the Actual Error Rates in Linear Discriminant Analysis
讨论了在不同参数假设下线性判别分析中实际错误率的分布,给出了单变量情形下实际错误率的精确分布和密度函数公式,以及单变量和多变量情形下的渐近分布和渐近矩公式。
Abstract Some results concerning the distributions of the actual error rates in linear discriminant analysis, under various assumptions about the parameters, are discussed. To determine the form in the one-variable case, formulas for the exact distribution and density functions of the actual error rates are presented. Formulas for the asymptotic distribution and asymptotic moments of the actual error rates in both the univariate and multivariate cases are also given.