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Biometrika 1974 61(1):131-135; doi:10.1093/biomet/61.1.131
© 1974 by Biometrika Trust
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The asymptotic distributions of the conditional error rate and risk in discriminant analysis

G. J. McLACHLAN

Department of Mathematics, University of Queensland St Lucia

The distributions of the conditional error rate and risk associated with Anderson's classification statistic in the context of the two-population discrimination problem with different means and common covariance matrix are studied. For the most general case where all three population parameters are unknown, the distributions are able to be approximated in the form of asymptotic expansions of degrees higher than previously available.

Key Words: Anderson's classification statistic • Asymptotic distribution • Conditional error rate and risk in discriminant analysis


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