Error Bounds for Asymptotic Approximatio
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Yasunori Fujikoshi
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Article
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2000
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Elsevier Science
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English
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Theoretical accuracies are studied for asymtotic approximations of the expected probabilities of misclassification (EPMC) when the linear discriminant function is used to classify an observation as coming from one of two multivariate normal populations with a common covariance matrix. The asymptotic