Article ID Journal Published Year Pages File Type
1147201 Journal of Multivariate Analysis 2006 14 Pages PDF
Abstract

In this article, the problem of classifying a new observation vector into one of the two known groups Πi,i=1,2, distributed as multivariate normal with common covariance matrix is considered. The total number of observation vectors from the two groups is, however, less than the dimension of the observation vectors. A sample-squared distance between the two groups, using Moore–Penrose inverse, is introduced. A classification rule based on the minimum distance is proposed to classify an observation vector into two or several groups. An expression for the error of misclassification when there are only two groups is derived for large p and n=O(pδ),0<δ<1.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis