Discriminant Analysis

PRESENTED BY : Mahran Ali

Roll No:13302
BS 7th (2014-18)
Supervisor : Dr. Sajjad Haider Bahtti
Contents
●Definition
●Introduction
●Objectives
●Uses
●Applications
●Assumptions
●Advantages
●Disadvantages
●Discriminant Function Model
●Discriminant Rules
Definition
It is a multivariate
statistical
technique used for
classifying a set of
observation into
pre defined groups.
Introduction
 Discriminant function analysis is a statistical
analysis which is use to predict
a categorical dependent variable (called a
grouping variable) by one or
more continuous or binary independent
variables (called predictor variables). The
original dichotomous discriminant analysis was
developed by Sir Ronald Fisher in 1936. 
Discriminant function analysis is useful in
determining whether a set of variables is
effective in predicting category membership.
Objectives
●To understand group difference and to predict
the likelihood that a particular entity will belong
to a particular class or group based on
independent variable
●The main purpose is to classify a subset into
one of the two groups on the basis of some
independent
●The purpose of the discriminant analysis is to
study the between groups membership and the
variables used to predict the groups
Uses
It is use when the dependent
variables is dichotomous or
multichotomous and
independent variables can be in
both nature(qualitative,
quantitative).
Applications
 To identify the characteristics on
the basis of which one can classify
an individual
Assumptions
●Multivariate
Normality
●Homoscedasticity
●Independence
●Multicollinearity
Advantages
 Multiple dependence variables
 Easier interpretation of between groups
 Differences each discriminant function
measures sometime unique and different
Disadvantages
●Each discriminant function formed is
distributed normally in each group being
compared

●No dependent variable may be perfectly

correlated to a linear combination of other
variables
Discriminant Function
 The linear combination for a discriminant analysis also
known as the discriminant function is derived from a
equation that takes the following form:

where

= Discriminant ‘Z’ score of dicriminant function ‘j’ for object ‘k’.

 a = intercept
= Discriminant weight for independent variable ‘i’.

= Independent variable ‘i’ for object ‘k’

Discriminant Rules
Maximum Likelihood
Fisher′s Linear Discriminant Rule
The maximum likelihood
rule(known population)
 Consider the situation when the exact distribution of
the populations P1, P2, … Pn are known. The
maximum likelihood discriminant rule for allocating
an observation x to one of these population is to
allocate x to the population which gives the largest
likelihood to x.
Fisher’s linear discriminant
function

 Maximizesthe ratio between and and finds a

linear combination of the predictors to
predict group.
References
 Hair, J. F. (2010). Multivariate data analysis.
Pearson College Division
 Rencher, A. C. (2003). Methods of multivariate
analysis (Vol. 492). John Wiley & Sons. 
 Johnson, R. A., & Wichern, D. W.
(2002). Applied multivariate statistical
analysis (Vol. 5, No. 8). Upper Saddle River,
NJ: Prentice hall.
 Thanks

Allah hafiz