The Random-Effects Model in Discriminant Analysis
判别分析中的随机效应模型
In this article the characteristics of classical discriminant analysis under the random-effects model are investigated. Assuming that the elements within any randomly selected population are normally distributed with mean vector μ and common covariance matrix Σ, and that over different populations μ has a normal distribution with mean vector ξ and covariance matrix T, the distribution of the population-based and sample-based Mahalanobis distances between two different…