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The Diskriminanzanalyse is a method of the multivariate procedures in the statistics. It was described by R.A. Fisher 1936 for the first time in The use OF multiple measurements in taxonomic problem.

Problem definition

We regard objects, which belong exactly in each case to one of several homogeneous classes. It is admits of which class each individual object belongs. At each object developments are observed by characteristics. From these information linear borders between the classes are to be found, in order to be able to assign late objects, whose class affiliation is unknown, to one of the classes. The linear Diskriminanzanalyse is thus a classification procedure.

Examples:

  • Applicants for the credit cannot be divided in credit worthy and credit with dignity. If a banking customer requests a credit, Institut tries on the basis characteristics such as height of the income, number of the credit cards, length of employment with last working premises etc. on the future solvency and - willingness of the customer to close.
  • Customers of a supermarket chain can be classified as mark buyers and Noname buyers. In question coming characteristics would be for instance the annual total expenditure in these shops, the portion of branded articles of the expenditures etc.

At this object at least a statistic metrically scaled characteristic X can be observed. This characteristic is interpreted in the model of the Diskriminanzanalyse as a variate X. There are at least two different groups (populations, populations). From one of these populations the object originates. By means of an allocation rule, the object of one of these populations is assigned to the classification rule. The classification rule can often be indicated by a Diskriminanzfunktion.

Classification with well-known distribution parameters

For the better understanding the proceeding is described on the basis examples.


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