Bayesian Discrimination between Two Multivariate Normal Populations with Equal Covariance Matrices
共同协方差矩阵下两个多元正态总体的贝叶斯判别
Here Bayesian and classical estimates of P, the probability that a new observation belongs to one of two multivariate normal populations with equal covariance matrices, are compared. In particular, the regions of location of a new observation for which the estimates differ are shown. The Bayesian and classical allocation rule contours are given and their differences highlighted. The posterior moments of L, the log-density ratio for a new observation, are given, and the…