Discriminant analysis - Normality assumption

From: Borut (borut_rajer_at_hotmail.com)
Date: 07/21/04


Date: 21 Jul 2004 02:32:04 -0700

Hello,

I need help regarding the assumptions of DA. Usually, multivariate
normality and equality of covariance matrices are stated, but
regarding Fisher's approach I found mentioned that the only assumption
is the equality of covariance matrices between groups.

Does multivariate normality play any role in Fisher's DA?

Thank you.



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