## Quadratic Discriminant Analysis of Several Groups

Quadratic discriminant analysis for classification is a modification of linear discriminant analysis that does not assume equal covariance matrices amongst the groups [latex](\Sigma_1, \Sigma_2, \cdots, \Sigma_k)[/latex]. Similar to LDA for several groups, quadratic discriminant analysis of several groups classification seeks to find the group that maximizes the quadratic classification function...

## LDA for Classification into Several Groups

Similar to the two-group linear discriminant analysis for classification case, LDA for classification into several groups seeks to find the mean vector that the new observation [latex]y[/latex] is closest to and assign [latex]y[/latex] accordingly using a distance function. The several group case also assumes equal covariance matrices amongst the groups...