On the Discriminant Analysis in the 2-Populations Case

The empirical Bayes Gaussian rule, which in the normal case yields good values of the probability of total error, may yield high values of the maximum probability error. From this point of view the presented modified version of the classification rule of Broffitt, Randles and Hogg appears to be superior. The modification included in this paper is termed as a WR method, and the choice of its weights is discussed. The mentioned methods are also compared with the K nearest neighbours classification rule.