| Article ID: | iaor19971172 |
| Country: | United States |
| Volume: | 16 |
| Issue: | 1/2 |
| Start Page Number: | 131 |
| End Page Number: | 165 |
| Publication Date: | Jan 1996 |
| Journal: | American Journal of Mathematical and Management Sciences |
| Authors: | Kocherlakota Subrahmaniam |
| Keywords: | classification |
A study is made of the behavior of the linear discriminant function when used in the context of two types of nonnormal distributions. One is the contaminated normal distribution with a disturbance in the mean. The second distribution considered is the elliptical distribution. In each case the effects of the estimation of the location parameters is studied. Asymptotic expressions for the distribution functions of the probabilities of misclassification are derived. The extent of the effects are evaluated by a study of the probabilities of misclassification.