Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 43 5 ii Solution Created 2026-10-03 Updated 2026-10-14
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 isMoreover , so the midpoint threshold lies from either projected mean. HenceStandardizing the two normal distributions, with the standard normal distribution function, givesThus 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.
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 47 2 c Solution Created 2026-10-03 Updated 2026-10-14
For common positive-definite covariance, subtracting the two Gaussian log densities cancels the quadratic term. Equal priors leave the linear discriminant analysis scoreHereThusAssign 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 errorFor the specified observation, the score is , so assign it to class one.