Machine Learning
Distributions and LDA
Study of approximations of continuous probability distributions with discrete ones and evaluation of LDA linear frontiers.
Course: Computational StatisticsCo-authors: Javier Mendoza

Objectives
- 1Visualize the approximation of a continuous probability distribution with a discrete one.
- 2Relate the approximation error with the parameter of number of approximation rectangles.
- 3Study the effect of sample size on the approximation error.
- 4Evaluate linear frontiers of LDA in non-linear frontiers of bivariate normal distributions.
Conclusions
- As the sample size increases, the shape of the distribution approaches the theoretical model.
- The error in the mean tends to be very high for very small sample sizes.
- The linear borders of LDA can approximate simple nonlinear borders, as long as the data are not superimposed.
Technologies
- Matplotlib
- Scipy
- NumPy
- Seaborn
- Pandas
- FastAPI