The assumptions in discriminant analysis are that each of the groups is a sample from a ________ population and all of the populations have the same ________.
A)multivariate normal;standard deviation
B)multivariate normal;covariance matrix
C)multivariate normal;standard error
D)multivariate normal;variance

Question

Quizplus · Accepted Answer

Discriminant analysis assumes that each group is a sample from a multivariate normal population and all populations have the same covariance matrix. This is because discriminant analysis is based on the assumption that each group has a multivariate normal distribution with its own mean vector and covariance matrix. The assumption of equal covariance matrices is important because it enables the use of the pooled within-group covariance matrix as an estimate of the true covariance matrix.

The Assumptions in Discriminant Analysis Are That Each of the Groups