Geodesic
Bayesian discrimination method for special covariance structure
Mathematica Applicanda, Tome 13 (1985) no. 26, pp. 119-126.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

Let us assume that the observed random vector from population has a p-dimensional normal distribution with a mean vector and a positive definite covariance matrix. A multivariate observation is known and it belongs to one of two multivariate normal populations but it is not known to which. Let E be the pxp matrix with each element eąual to unity and let I be the p x p identity matrix. In the paper we consider a Bayesian discrimination between s.
DOI : 10.14708/ma.v13i26.1651
Classification : 62H30
Mots-clés : Classification and discrimination, cluster analysis 
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Wiesław Pasewicz. Bayesian discrimination method for special covariance structure. Mathematica Applicanda, Tome 13 (1985) no. 26, pp.  119-126. doi : 10.14708/ma.v13i26.1651. http://geodesic.mathdoc.fr/articles/10.14708/ma.v13i26.1651/

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