Linear and Quadratic Discriminant Functions

This chapter is concerned with theoretical accuracies for asymptotic approximations of the expected probabilities of misclassification (EPMC) when the linear discriminant function and the quadratic discriminant function are used. The method in this chapter is based on asymptotic bounds for asymptotic approximations of a location and scale mixture. The asymptotic approximations considered in detail are those in which both the sample size and the dimension are large, and the sample size is large.