Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 47 2 a Solution Created 2026-10-03 Updated 2026-10-14
For an integrable real function , let . For every measurable region ,The first term is nonnegative because there, and the integral subtracted in the second term is nonpositive. Hence the negative set minimizes the integral. Including or excluding any points where has no effect; changes on null sets do not matter either. This is the minimum-integral decision region principle. Integrability ensures the subtraction is defined, and it holds automatically for the weighted differences of probability density functions used below.
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 47 2 b ii Solution Created 2026-10-03 Updated 2026-10-14
Apply the minimum-integral decision region principle to . The optimal Bayes classifier chooses class one when , and class two for the reverse inequality. Ties can be assigned either way. An everywhere valid discriminant score isWhere both weighted densities are positive one may equivalently use and threshold zero. This chooses the largest posterior class probability, because both posterior probabilities have the same positive mixture-density denominator.