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線形判別分析(LDA×多変量分散分析 (MANOVA)×
分野統計学統計学
系統Hypothesis testHypothesis test
提唱年19361932
提唱者Ronald A. FisherSamuel Stanley Wilks (Wilks' Lambda, 1932); Roy, Hotelling, Pillai (mid-20th c.)
種類Parametric linear classifier / dimensionality reductionParametric multivariate mean comparison
原典Fisher, R.A. (1936). The Use of Multiple Measurements in Taxonomic Problems. Annals of Eugenics, 7(2), 179–188. DOI ↗Tabachnick, B.G. & Fidell, L.S. (2013). Using Multivariate Statistics (6th ed.). Pearson. ISBN: 978-0205849574
別名LDA, Fisher's LDA, Fisher's linear discriminant, discriminant function analysisMultivariate ANOVA, Çok Değişkenli ANOVA (MANOVA)
関連75
概要Linear Discriminant Analysis (LDA) is a parametric supervised classification method that finds the linear combination of continuous predictors that best separates two or more predefined groups. Introduced by Ronald A. Fisher in his landmark 1936 paper on taxonomic measurements, it simultaneously serves as a classifier and a dimensionality-reduction tool, and can be understood as the classification-oriented counterpart of MANOVA.MANOVA is a parametric hypothesis test that simultaneously compares group means across multiple continuous dependent variables, controlling the inflation of Type I error that would result from running separate ANOVAs. Key multivariate test statistics — Wilks' Lambda, Pillai's Trace, Hotelling-Lawley Trace, and Roy's Greatest Root — were developed between the 1930s and 1950s, with Wilks' Lambda formalised by Samuel Stanley Wilks in 1932.
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ScholarGate手法を比較: Linear Discriminant Analysis (Classification) · MANOVA. 2026-06-17に以下より取得 https://scholargate.app/ja/compare