Distribution-Free Partial Discriminant Analysis

Abstract

Abstract A distribution-free rank procedure is proposed for use in partial discrimination problems involving two populations. It is shown that this procedure can be applied with virtually any discriminant function. Moreover, the discriminant function may be selected after observing the samples on which it is to be based. Using Monte Carlo methods the rank procedure is compared with a normal theory and a tolerance region procedure. The rank procedure was the only one that adequately controlled the probabilities of misclassification while maintaining relatively small probabilities of not classifying an observation.