A General Maximum Likelihood Discriminant

Abstract

SUMMARY A method of discrimination, based on maximum likelihood estimation, is described. On a variety of mathematical models, including and extending the models most commonly assumed in discriminant theory, the discriminant reduces to multivariate logistic analysis. Even when no simple model can be assumed, other considerations show that this method should work well in practice, and should be very robust with respect to departures from the theoretical assumptions. The method is compared with others in its application to a diagnostic problem.