COVRATIO statistic as a discrimination method for multivariate normal distribution

Document Type

Article

Publication Date

7-1-2021

Abstract

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.

Keywords

COVRATIO statistic, Dental arch, Discrimination method, Linear discrimination function, Multivariate normal distribution

Divisions

foundation

Publication Title

Sains Malaysiana

Volume

50

Issue

7

Publisher

Penerbit Universiti Kebangsaan Malaysia

Publisher Location

FACULTY SCIENCE & TECHNOLOGY, BANGI, SELANGOR, 43600, MALAYSIA

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