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Consider two classes 1 and 2 with a priori probabilities P ( 1 ) and P ( 2 ) . 1 and 2 follow Gaussian
Consider two classes and with a priori probabilities and and
follow Gaussian distributions, that is and
Using Fisher's criterion as given in the textbook, derive linear
discriminant analysis using and
Show under which condition the above linear discriminant is equivalent to
Bayesian classifier.
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