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Discriminant Function

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 ... aN xN

The goal of discriminant analysis is to find such values of the coefficients {ai, 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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Multivariate Statistics
This course will teach you key multivariate procedures such as multivariate analysis of variance (MANOVA), principal components, factor analysis, and classification.
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