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Discriminant Analysis is based on the fact that S= W+B where W is the within group variance matrix and B is the between group variance

Discriminant Analysis is based on the fact that S= W+B where W is the within group variance matrix and B is the between group variance matrix.

The mean of variable j based on all individuals in the sample isj=1/ni=1nXij

The mean of variable j based on all individuals in group k iskj=1/nkiIkXij

The total sum of squares issjj=I=1n(XijXj)(XijXj)))

decomposed as sjj=wjj+bjj

where

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