Misclassified observations for Discriminant Analysis

Probability of misclassification

The probability for each observation and each group is calculated from the squared distance using the following formula:

To normalize the probabilities to sum to 1, Minitab uses the following formula:

Notation

TermDescription
d (k, i) squared distance for group k and observation i
p (k, i) probability for group k and observation i
dmin (i) smallest squared distance for observation i over groups
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