COVRATIO statistic as a discrimination method for multivariate normal distribution

Norli Anida Abdullah, and Yong Zulina Zubairi, and Afera Mohamad Apandi, and Mohd Iqbal Shamsudheen, (2021) COVRATIO statistic as a discrimination method for multivariate normal distribution. Sains Malaysiana, 50 (7). pp. 2079-2084. ISSN 0126-6039


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The COVRATIO statistic has been used to identify the presence of outlier in data, which is based on deletion approach, where the determinant of covariance matrix for the full dataset excludes i-th row. This study proposes a novel discrimination method for the multivariate normal (MVN) distribution using the idea of COVRATIO statistic, denoted as COVRATIO(+i). The linear discrimination function (LDF) for MVN distribution will be compared to the COVRATIO(+i) statistic. Simulation results showed that the COVRATIO(+i) as discrimination method performs better than the LDF with lower misclassification probabilities in all cases considered. The interest in the discrimination method arose in connection with the study of an application to discriminate the shape of the human maxillary dental arches, thus COVRATIO(+i) statistic may be considered as an alternative.

Item Type:Article
Keywords:COVRATIO statistic; Dental arch; Discrimination method; Linear discrimination function; Multivariate normal distribution
Journal:Sains Malaysiana
ID Code:17567
Deposited By: ms aida -
Deposited On:11 Nov 2021 01:35
Last Modified:15 Nov 2021 03:48

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