Linear discriminant analysis with misallocation in training samples

Abstract

Linear discriminant analysis for a two-class case is studied in the presence of misallocation in training samples. A general appraoch to modeling of mislocation is formulated, and the mean vectors and covariance matrices of the mixture distributions are derived. The asymptotic distribution of the discriminant boundary is obtained and the asymptotic first two moments of the two types of error rate given. Certain numerical results for the error rates are presented by considering the random and two non-random misallocation models. It is shown that when the allocation procedure for training samples is objectively formulated, the effect of misallocation on the error rates of the Bayes linear discriminant rule can almost be eliminated. If, however, this is not possible, the use of Fisher rule may be preferred over the Bayes rule