Evaluation of Discriminant Function Classification Performance
Abstract
If fi(x) is multivariate normal with mean μ and covariance Ʃ, we can easily calculate these rates. When the parameter is not known a number of error rates may be defined. The function T (R, F) defines the error rates. The first argument is the presumed distribution of the observation that will be classified. Keyword: Multivariate, Mean and Covariance
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