Principal Component Analysis (PCA) is one of the main methods used for electronic nose pattern recognition. However, poor classification performance is common in classification and recognition when using regular PCA. This paper aims to improve the classification performance of regular PCA based on the existing Wilks Λ-statistic (i.e., combined PCA with the Wilks distribution). The improved algorithms, which combine regular PCA with the Wilks Λ-statistic, were developed after analysing the functionality and defects of PCA. Verification tests were conducted using a PEN3 electronic nose. The collected samples consisted of the volatiles of six varieties of rough rice (Zhongxiang1, Xiangwan13, Yaopingxiang, WufengyouT025, Pin 36, and Youyou122), grown in same area and season. The first two principal components used as analysis vectors cannot perform the rough rice varieties classification task based on a regular PCA. Using the improved algorithms, which combine the regular PCA with the Wilks Λ-statistic, many different principal components were selected as analysis vectors. The set of data points of the Mahalanobis distance between each of the varieties of rough rice was selected to estimate the performance of the classification. The result illustrates that the rough rice varieties classification task is achieved well using the improved algorithm. A Probabilistic Neural Networks (PNN) was also established to test the effectiveness of the improved algorithms. The first two principal components (namely PC1 and PC2) and the first and fifth principal component (namely PC1 and PC5) were selected as the inputs of PNN for the classification of the six rough rice varieties. The results indicate that the classification accuracy based on the improved algorithm was improved by 6.67% compared to the results of the regular method. These results prove the effectiveness of using the Wilks Λ-statistic to improve the classification accuracy of the regular PCA approach. The results also indicate that the electronic nose provides a non-destructive and rapid classification method for rough rice.