Estimation of a discriminant function from a mixture of two inverse gaussian distributions when sample size is small

R.K. Amoh · Journal of Statistical Computation and Simulation · 1985

Estimation of a discriminant function on the basis of a small sample size from a mixture of two inverse Gaussian distributions is considered. Its performance is investigated by a series of simulation experiments. The relative efficiency of the mixture and classified discrimination procedures are evaluated from the simulation results and compared with available asymptotic relative efficiency results.

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