In the design of brain-computer interface systems, classification of Electroencephalogram (EEG) signals is the essential part and a challenging task. Recently, as the marginalized discrete wavelet transform (mDWT) representations can reveal features related to the transient nature of the EEG signals, the mDWT coefficients have been frequently used in EEG signal classification. In our previous work, we have proposed a super-Dirichlet distribution-based classifier, which utilized the nonnegative and sum-to-one properties of the mDWT coefficients. The proposed classifier performed better than the state-of-the-art support vector machine-based classifier. In this paper, we further study the neutrality of the mDWT coefficients. Assuming the mDWT vector coefficients to be a neutral vector, we transform them non-linearly into a set of independent scalar coefficients. Feature selection strategy is proposed on the transformed feature domain. Experimental results show that the feature selection strategy helps improving the classification accuracy.