A COMPARISON OF LINEAR-PROGRAMMING AND PARAMETRIC APPROACHES TO THE 2-GROUP DISCRIMINANT PROBLEM

Recent simulation‐based studies of linear programming models for discriminant analysis have used the Fisher linear discriminant function as the benchmark for parametric methods. This article reports experimental evidence which suggests that, while some linear programming models may match or even exceed the Fisher approach in classification accuracy, none of the fifteen models tested is as accurate on normally distributed data as the Smith quadratic discriminant function. At the minimum, further testing is warranted with an emphasis on data sets that arise from significantly non‐Gaussian populations. Copyright © 1990, Wiley Blackwell. All rights reserved