Robustness of the fisher's discriminant function to skew-curved normal distribution

Sever, Maja (avtor), Lajovic, Jaro (avtor), Rajer, Borut (avtor)

Discriminant analysis is a widely used multivariate technique with Fisher's discriminant analysis (FDA) being its most venerable form. FDA assumes equality of population covariance matrices, but does not require multivariate normality. Nevertheless, the latter is desirable for optimal classification. To test FDA's performance under non-normality caused by skewness the method was assessed with simulation based on a skew-curved normal (SCN) distribution belonging to the family of skew-generalised normal distributions; additionally, effects of sample size and rotation were evaluated. Apparent error rate (APER) was used as the measure of classification performance. The analysis was performed using ANOVA with (transformed) mean APER as the dependent variable. Results show the FDA to be highly robust to skewness introduced into the model via the SCN distributed simulated data.

• Jezik: Angleški jezik
• Vrsta gradiva: Delo ni kategorizirano
• Tipologija: 1.01 - Izvirni znanstveni članek
• Organizacija: FDV - Fakulteta za družbene vede
• Leto izida: 2005
• Št. strani: Str. 231-242
• Številčenje: Vol. 2, no. 2
• PID: 20.500.12556/RUL-22454
• UDK: 303
• ISSN pri članku: 1854-0023
• COBISS.SI-ID: 24315741
• Datum objave v RUL: 11.07.2014

Gradivo je del revije

• Naslov: Advances in methodology and statistics
• Skrajšan naslov: Metodol. zv.
• Založnik: Fakulteta za družbene vede
• ISSN: 1854-0023
• COBISS.SI-ID: 215795712