We are given two covariate matrices. The data from the first matrix (class 1) has prior probability of .6 and the data associated with the second (class 2) has prior probability of .4. If we want to find a LINEAR discriminant or each class, what covariance matrix should we use?

S_1=

.75	.6
.6	.9

S_2=

.9	.7
.7	1.2