For equal prior probabilities, . The projected score is normal under either class because it is a linear image of a multivariate normal vector, and its variance is
Moreover , so the midpoint threshold lies from either projected mean. Hence
Standardizing the two normal distributions, with the standard normal distribution function, gives
Thus the equal-covariance Gaussian classification error is . The Mahalanobis distance between the class means is their separation in units of within-class noise. It yields as and as . The stipulated means the two class means are distinct.
For common positive-definite covariance, subtracting the two Gaussian log densities cancels the quadratic term. Equal priors leave the linear discriminant analysis score
Here
Thus
Assign class two if the expression is negative; a tie has zero probability under either continuous Gaussian law.
To compute the error rather than just specify the boundary, put . Within class one the score has mean , and within class two mean . In both classes its variance is . Hence both conditional error probabilities are , where is the standard normal distribution function. Equal priors give the equal-covariance Gaussian classification error
For the specified observation, the score is , so assign it to class one.