Small sample results for a linear discriminant function estimated from a mixture of normal populations
Selvanayagam Ganesalingam, Geoffrey John McLachlan · Journal of Statistical Computation and Simulation · 1979
An investigation is undertaken of the performance of the linear discriminant function estimated from a mixture of two multivariate normal populations with a common covariance matrix when the total number of observations available is small. It is concluded from a series of simulation experiments that although the individual estimates of the discriminant function coefficients so obtained may not be very reliable the resulting discriminant function still provides adequate separation between the populations.