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Biometrika 1978 65(3):658-665; doi:10.1093/biomet/65.3.658
© 1978 by Biometrika Trust
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MISCELLANEA

The efficiency of a linear discriminant function based on unclassified initial samples

S. GANESALINGAM and G. J. MCLACHLAN

Department of Mathematics, University of Queensland St. Lucia

Estimation of the optimal linear discriminant function is considered on the basis of a sample of observations known only to belong to a mixture of two univariate normal populations with a common variance. The asymptotic efficiency of the procedure so obtained is evaluated relative to that of Anderson's classification statistic.

Key Words: Asymptotic efficiency • Linear discriminant function • Maximum likelihood estimate • Mixture of normal populations


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