Classification into two Multivariate Normal Distributions with Different Covariance Matrices

作者: T. W. Anderson , R. R. Bahadur

DOI: 10.1214/AOMS/1177704568

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摘要: … and especially on the shape of the normal distribution relatively far from its center. For in… of scatter, and where one considers multivariate normal distributions to be reasonably good …

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