Open AccessCOVRATIO Statistic as a Discrimination Method for Multivariate Normal Distribution
Author(s) -
Norli Anida Abdullah,
Afera Mohamad Apandi,
M. Iqbal Shamsudheen,
Yong Zulina Zubairi
Publication year - 2021
Publication title -
sains malaysiana
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.251
H-Index - 29
eISSN - 2735-0118
pISSN - 0126-6039
DOI - 10.17576/jsm-2021-5007-21
Subject(s) - statistic , outlier , mathematics , multivariate normal distribution , statistics , multivariate statistics , normal distribution , covariance , test statistic , statistical hypothesis testing
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 . The linear discrimination function (LDF) for MVN distribution will be compared to the statistic. Simulation results showed that the 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 statistic may be considered as an alternative.