Minimax Gaussian Bayes classifier from equal class errors
= Minimax Gaussian Bayes classifier from equal class errors
For two distinct nonsingular Gaussian class distributions, vary the class-zero prior continuously. The class-zero and class-one error probabilities of the corresponding <Bayes classifier> cross. At a crossing they are equal, making the classifier an <equalizer rule>, a <minimax decision rule>, and the associated prior a <least favorable prior>.