Effects of Mahalanobis Distance and Prior Probabilities: On the Performance of the Linear and Quadratic Discriminant Functions: A Monte Carlo Approach - Brossura

Adebanji, Atinuke; Nokoe, Sagary

 
9783846524169: Effects of Mahalanobis Distance and Prior Probabilities: On the Performance of the Linear and Quadratic Discriminant Functions: A Monte Carlo Approach
Brossura
ISBN 10: 3846524166 ISBN 13: 9783846524169
Casa editrice: LAP LAMBERT Academic Publishing, 2011

Sinossi

In Discriminant analysis, one requires a relatively large training sample to construct a discriminant function and evaluate its performance. This is often unattainable in practice and so numerous Monte Carlo studies have been undertaken in an attempt to shed light on the asymptotic properties of classification functions. This empirical study examines the asymptotic performance of normal-based Linear and Quadratic discriminant functions for observations from two multivariate normal populations with different prior probabilities and varying between group distances. The sensitivity of these functions to increase in sample size, prior probability and Mahalanobis distance is investigated. Four sample size ratios of group1 to group2 (n1:n2) considered are: (1:1), (1:2), (1:3), and (1:4). Sample sizes ranging from 25 to 3,000 were considered for values 1 to 7 of group centroid separator. Multivariate normal observations were generated for two P-variate populations with p=4, p=6, and p=8 (LDF(4), LDF(6) , LDF(8), QDF(4), QDF(6) and QDF(8)) models. The respective sample size-ratio combinations were repeated for each level of with 100 replications for each scenario.

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L'autore

Atinuke Adebanji (PhD University of Ibadan, 2006) is a senior lecturer with the Department of Mathematics, Kwame Nkrumah University of Science and Technology, Kumasi, Ghana (2009). She was a lecturer of Statistics at the Univ of Agric, Abeokuta, Nigeria (2003-2009). Her postgraduate theses were both on Discriminant Analysis.

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Editore
LAP LAMBERT Academic Publishing
Data di pubblicazione
2011
Lingua
Inglese
ISBN 10 
3846524166
ISBN 13 
9783846524169
Rilegatura
Copertina flessibile
Numero di pagine
144
Contatto del produttore
non disponibile
Persona responsabile
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