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I'm looking at Fisher's LDA on various datasets on UCI ML repository and trying to see where LDA might perform badly. One reason I can think of is if the data distribution is not a multi-variate normal distribution. This is from the fact I read in a book where you apply LDA on multivariate normal distribution. Is that thought process correct? When might LDA give bad results?

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I don't quite follow the phrasing of your question. Fisher's LDA assume the data are multivariate normal, which would be violated if there were, eg, some binary variables as well. – gung Oct 28 '12 at 3:36
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I think you are missing a "not" before "a multi-variate normal" distribution, so I added that. Feel free to change it back if I've messed things up. – Peter Flom Oct 28 '12 at 12:21
If you Google "LDA and logistic regression" you will find a lot of papers on this e.g. Pohar et al – Peter Flom Oct 28 '12 at 12:27
@gung I'm looking at ways to see if before applying LDA can I do something to see if data is in the form of multi-variate normal distribution. I might be getting my phrasing incorrect. – gizgok Oct 28 '12 at 20:28

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