Linear Discriminant Analysis with Misallocation in Training Samples
训练样本错分下的线性判别分析
Linear discriminant analysis for a two-class case is studied in the presence of misallocation in training samples. A general approach to modeling of misallocation is formulated, and the mean vectors and covariance matrices of the mixture distributions are derived. The asymptotic distribution of the discriminant boundary is obtained, and the asymptotic first two moments of the error rates are given. Certain numerical results for the error rates are presented by considering…