Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/iii/paper-47/2/b/i/solution

There are two disjoint ways to make an error: an individual from class one falls outside , or an individual from class two falls inside . The law of total probability gives
Since integrates to one, this also equals
This form isolates the only term changed by choosing the decision region.

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