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Asymptotic expansion of the distribution of the Z statistic in discriminant analysis

Author

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  • Memon, Ahmed Zogo
  • Okamoto, Masashi

Abstract

This paper deals with the classification statistic Z due to John [4], which is a competitor to the Anderson statistic W in discriminant analysis with two multivariate normal populations. An asymptotic expansion of the distribution of Z as well as the associated probability of misclassification with respect to the three numbers of degrees of freedom is given. Some coefficients in the expansion for the latter are computed numerically and compared with those for W, which were given before by Okamoto.

Suggested Citation

  • Memon, Ahmed Zogo & Okamoto, Masashi, 1971. "Asymptotic expansion of the distribution of the Z statistic in discriminant analysis," Journal of Multivariate Analysis, Elsevier, vol. 1(3), pages 294-307, September.
    • Handle: RePEc:eee:jmvana:v:1:y:1971:i:3:p:294-307
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