Handling of High-Dimensional Data Sets. Yen-Jen Oyang Dept. of Computer Science and Information Engineering. Importance of Feature Selection. Inclusion of features that are not correlated to the classification decision may make the problem even more complicated.
Dept. of Computer Science and Information Engineering
As a result, we have the following radom variables:
X11, X12,…, X1n1 : samples from N(1,2).
X21, X22,…, X2n2 : samples from N(2,2).
… … … … …
Xk1, Xk2,…, Xknk : samples from N(k,2).
has the so-called T distribution.
and , respectively. Assume that X1, X2,…, Xn and Y1, Y2,…, Ym are random samples of X and Y, respectively.
has a T distribution with n+m-2 degrees of freedom.