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Discriminant analysis based on the Watson distribution defined on the hypersphere 

Authors: Adelaide Figueiredo a; Paulo Gomes b
Affiliations:   a Faculdade de Economia da Universidade do Porto and LIACC, Porto, Portugal
b Universidade Portucalense, Porto, Portugal
DOI: 10.1080/02331880600766662
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 40, Issue 5 October 2006 , pages 435 - 445
Formats available: HTML (English) : PDF (English)
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Abstract

The Watson distribution defined on the hypersphere is one of the most used distributions for modelling axial data. In this paper, we consider the discriminant analysis for axial data assumed to come from a mixture of Watson distributions defined on the hypersphere. We develop an optimal classification rule, which enables us to assign a new observation into one of several Watson subpopulations defined on the hypersphere. As the probabilities of misclassification cannot be calculated in closed form, we report on a simulation study to estimate, in some cases, the probabilities of misclassification and a distance between the two Watson subpopulations defined on the hypersphere. An illustration of our approach is provided using data defined on the sphere given in the literature.
Keywords: Axial data; Discriminant analysis; Watson distribution
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