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Discriminant analysis and decision theory

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Resumo(s)

A unified approach, based in Statistical Decision Theory, is presented for Discriminant Analysis. Thus optimum allocation rules minimizing the expected costs are derived for the continuous case and for the mixed case. In the first case, the observed variables are continuous, while in the mixed case, there will also be discrete as qualitative variables. The second case has many times been treated using logistic regression. The breaking up of the allocation problem into distinct cases is now overcome.

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Palavras-chave

Minimum expected cost Optimal decision rule Sufficient statistic

Contexto Educativo

Citação

Sandra Saraiva Ferreira, Dário Ferreira, Célia Nunes and João Tiago Mexia (2011). Discriminant analysis and decision theory. Far East Journal of Mathematical Sciences, FJMS, Vol. 51, Nº 1, 68-79. Pushpa Publishing House

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