Event-related potentials (ERPs) were recorded by measuring a dense sensor EEG from eight healthy volunteers in a visual oddball experiment. Single trials were analyzed with an extremely simple high-dimensional version of discriminant analysis. The question was how many of the target trials contribute to the average P3, and to test whether other components in the ERP are sensitive to discriminate between target and non-target trials. One common classification rule for all participants expressing the P3 component correctly classified 88% of the ERPs of all subjects in response to a target or non-target trial. For four of the eight participants, there were strong differences in an early ERP component over the occipital recording sites. Their individual classification rules, obtained from the training data in the time interval up to 200 ms, correctly classified 85% of the trials of the test data.