Exact Misclassification Probabilities fo
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H.Richard McFarland III; Donald St.P. Richards
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Article
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2001
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Elsevier Science
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English
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We consider the problem of discriminating, on the basis of random ``training'' samples, between two independent multivariate normal populations, N p (+, 7 1 ) and N p (+, 7 2 ), which have a common mean vector + and distinct covariance matrices 7 1 and 7 2 . Using the theory of Bessel functions of t