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Problemy Peredachi Informatsii, 1975, Volume 11, Issue 3, Pages 53–60 (Mi ppi1595)  

Methods of Signal Processing

Discriminant Analysis of Normal Populations with Different Covariation Matrices

L. G. Malinovskii
Abstract: The author examines a hypothesis regarding the structure of two normal populations and the links between this hypothesis and a procedure that makes it possible, as the paper, shows, to evaluate the parameters of the hypothesis. It is shown that if the populations are represented by large samples, the separating surface constructed in accordance with the hypothesis will possess smaller sampling errors than in the case of the widely employed hypothesis $\mathbf M_1\ne\mathbf M_2$, $\mathbf{\Sigma}_1\ne\mathbf{\Sigma}_2$.
Received: 21.01.1974
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.21
Language: Russian
Citation: L. G. Malinovskii, “Discriminant Analysis of Normal Populations with Different Covariation Matrices”, Probl. Peredachi Inf., 11:3 (1975), 53–60; Problems Inform. Transmission, 11:3 (1975), 221–226
Citation in format AMSBIB
\Bibitem{Mal75}
\by L.~G.~Malinovskii
\paper Discriminant Analysis of Normal Populations with Different Covariation Matrices
\jour Probl. Peredachi Inf.
\yr 1975
\vol 11
\issue 3
\pages 53--60
\mathnet{http://mi.mathnet.ru/ppi1595}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=494696}
\zmath{https://zbmath.org/?q=an:0318.62042}
\transl
\jour Problems Inform. Transmission
\yr 1975
\vol 11
\issue 3
\pages 221--226
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