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| March 5, 2007 |
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Fisher Linear Discrminant Weights
We expect that the closest interpoint distance (the first order statistic) to perform
the best in the discrimination task of distinguishing point data sets generated under the
Null hypothesis from those generated under the Alternative hypothesis. Then the successive
order statistics to perform in an increasing degrading manner. From this naive point of view we
expect that the Fisher weights will all be positive, with the highest weights for the first
order statistic. The table below shows the Fisher weights to four significant places.
They are not all positive!
Fisher Linear Discriminant Weights
Order Statistic | Fisher Weight |
1 | 10.84 |
2 | 24.64 |
3 | -12.28 |
4 | 24.06 |
5 | -3.013 |
6 | 10.99 |
7 | 1.044 |
8 | 7.924 |
9 | 11.99 |
10 | 5.416 |
11 | 7.297 |
12 | 4.768 |
13 | 3.440 |
14 | .5212 |
15 | -1.064 |
16 | -.1111 |
17 | -2.200 |
18 | -1.457 |
19 | -.3259 |
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