DISCRIMINATING BETWEEN MULTIVARIATE POPULATIONS WITH SPECIFIED MEANS AND COVARIANCE MATRICES

In this paper the values of supF info e(o, F) and info supF e(o, F) are found and conditions for the existence of a saddle point of e(o, F) are given. Also a saddle point is found when it exists. When 0 is restricted to linear classification rules the same problems are considered. The mathematical programming method for finding a saddle point is also outlined.