Further results on the effect of intraclass correlation among training samples in discriminant analysis

摘要

The effect of intraclass correlation among training samples on the misclasification probabilities of Bayes' procedure has been recently studied by Basu and Odell.(13) This paper investigates the effect further by expressing the misclassification probabilities in the form of asymptotic expansions. It is subsequently shown that contrary to previous conclusions the misclassification probabilities do change in the presence of simple equicorrelation among the training samples.