Discriminant Analysis

Abstract

Between 1936 and 1940 Fisher published four articles on statistical discriminant analysis, in the first of which [CP 138] he described and applied the linear discriminant function. Prior to Fisher the main emphasis of research in this, area was on measures of difference between populations based on multiple measurements. In this presentation, I shall briefly summarize the early work from Karl Pearson up to Mahalanobis, and then describe the major contributions associated with Fisher. These include the derivation of the linear discriminant function and its relationship to regression in the two-sample case, extensions to s populations for s 003E 2, and a test of significance associated with the linear discriminant function.