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A Monte Carlo Comparison of Two Linear Dimension Reduction Matrices for Statistical Discrimination

並列摘要


We compare two linear dimension-reduction methods for statistical discrimination in terms of average probabilities of misclassification in reduced dimensions. Using Monte Carlo simulation we compare the dimension-reduction methods over several different parameter configurations of multivariate normal populations and find that the two methods yield very different results. We also apply the two dimension-reduction methods examined here to data from a study on football helmet design and neck injuries.

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