Estimation of Error Rates in Discriminant Analysis

Abstract

Several methods of estimating error rates in Discriminant Analysis are evaluated by sampling methods. Multivariate normal samples are generated on a computer which have various true probabilities of misclassification for different combinations of sample sizes and different numbers of parameters. The two methods in most common use are found to be significantly poorer than some new methods that are proposed. © 1968 Taylor & Francis Group, LLC.