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The Shrunken Generalized Distance Estimator of the Actual Error Rate in Discriminant Analysis

Educational Testing Service

A new estimator of the actual error rate for the two-group discriminant problem is presented. The new estimator is based on the concept of a shrunken generalized distance. This new estimator is compared favorably to two modified distance estimators and an estimator developed by Okamoto.

Key Words: generalized distance • actual error rate • discriminant analysis

Journal of Educational and Behavioral Statistics, Vol. 13, No. 1, 63-74 (1988)
DOI: 10.3102/10769986013001063


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