Glossary

Discriminant Function

Discriminant Function:

In discriminant analysis , a discriminant function (DF) maps independent (discriminating) variables into a latent variable D. DF is usually postulated to be a linear function:

D = a₀ + a₁ x₁ + a₂ x₂ … a_N x_N

The goal of discriminant analysis is to find such values of the coefficients {a_i, i=0,…,N} that the distance between the mean values of DF is maximal for the two groups.

“Canonical root” is a synonym for “discriminant function”.

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