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On the covariance of two noncentral F random variables and the variance of the estimated liner discriminant function
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http://hub.abes.fr/oup/periodical/biomet/1984/volume_71/issue_3/w
Subject
MISCELLANEA
Discriminant analysis
Noncentral F distribution
Title
On the covariance of two noncentral F random variables and the variance of the estimated liner discriminant function
has manifestation of work
http://hub.abes.fr/oup/periodical/biomet/1984/volume_71/issue_3/101093biomet713637/m/print
http://hub.abes.fr/oup/periodical/biomet/1984/volume_71/issue_3/101093biomet713637/m/web
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http://hub.abes.fr/oup/periodical/biomet/1984/volume_71/issue_3/101093biomet713637/authorship/1
http://hub.abes.fr/oup/periodical/biomet/1984/volume_71/issue_3/101093biomet713637/authorship/2
Author
CRITCHLEY FRANK
FORD IAN
Abstract
SUMMARY. The covariance of two noncentral F random variables with a common covariance matrix is obtained from which the variance of their difference follows easily. An application of this latter result in discriminant analysis is then given.
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other
publisher identifier
71.3.637
is part of this journal
Biometrika
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