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Bayesian classification question



Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Expectation of normal random variable conditionally on one observationGibbs sampler for local linear trend modelBayesian posterior with truncated normal priorWordy Bayesian QuestionBayesian decision theory - Minimax risk in minimum-error-rate classificationBayes Estimator with Two ParametersBayesian decision rule for disease classificationnoise-free Gaussian Process likelyhoodNonparametric Bayesian estimation of several black-box functions of different variables from their noisy sumsBayes Rule and Bayesian Risk










0












$begingroup$


$x^n=(x_1,...,x_n)$ i.id. $fin: mathcalF=
N(mathbfmu_j,Omega):j=1,2$
, the prior is $pi(1)=pi(2)=1/2$, with0-1 loss. The gola is to classify $x^n$ as a whole to one of the distribution in $mathcalF$.



i)Find the Bayesian classification rule.



ii)Show that the overall Bayesian classification error is
$$e(brevedelta)=1-Phi(sqrtnD),$$with $$D=fracsqrt(mu_2-mu_1)^TOmega^-1(mu_2-mu_1)2$$
where $Phi(·)$ is the distribution function of N(0,1).




I am only able to specify the decision as



$$
brevedelta= left{ beginarrayrcl
1
& f(x|1)/f(x|2)ge1 \ 0 & otherwise
endarrayright.
$$



$$f(x|1)/f(x|2)=exp(-frac12(-2x^TOmega^-1(mu_1-mu_2)+mu_1^TOmega^-1mu_1-mu_2^TOmega^-1mu_2))ge1$$



And the terms inside exp( ) should be greater than 0 but I don't know how to simplify the expression and I don't know how to solve for ii).










share|cite|improve this question









$endgroup$
















    0












    $begingroup$


    $x^n=(x_1,...,x_n)$ i.id. $fin: mathcalF=
    N(mathbfmu_j,Omega):j=1,2$
    , the prior is $pi(1)=pi(2)=1/2$, with0-1 loss. The gola is to classify $x^n$ as a whole to one of the distribution in $mathcalF$.



    i)Find the Bayesian classification rule.



    ii)Show that the overall Bayesian classification error is
    $$e(brevedelta)=1-Phi(sqrtnD),$$with $$D=fracsqrt(mu_2-mu_1)^TOmega^-1(mu_2-mu_1)2$$
    where $Phi(·)$ is the distribution function of N(0,1).




    I am only able to specify the decision as



    $$
    brevedelta= left{ beginarrayrcl
    1
    & f(x|1)/f(x|2)ge1 \ 0 & otherwise
    endarrayright.
    $$



    $$f(x|1)/f(x|2)=exp(-frac12(-2x^TOmega^-1(mu_1-mu_2)+mu_1^TOmega^-1mu_1-mu_2^TOmega^-1mu_2))ge1$$



    And the terms inside exp( ) should be greater than 0 but I don't know how to simplify the expression and I don't know how to solve for ii).










    share|cite|improve this question









    $endgroup$














      0












      0








      0





      $begingroup$


      $x^n=(x_1,...,x_n)$ i.id. $fin: mathcalF=
      N(mathbfmu_j,Omega):j=1,2$
      , the prior is $pi(1)=pi(2)=1/2$, with0-1 loss. The gola is to classify $x^n$ as a whole to one of the distribution in $mathcalF$.



      i)Find the Bayesian classification rule.



      ii)Show that the overall Bayesian classification error is
      $$e(brevedelta)=1-Phi(sqrtnD),$$with $$D=fracsqrt(mu_2-mu_1)^TOmega^-1(mu_2-mu_1)2$$
      where $Phi(·)$ is the distribution function of N(0,1).




      I am only able to specify the decision as



      $$
      brevedelta= left{ beginarrayrcl
      1
      & f(x|1)/f(x|2)ge1 \ 0 & otherwise
      endarrayright.
      $$



      $$f(x|1)/f(x|2)=exp(-frac12(-2x^TOmega^-1(mu_1-mu_2)+mu_1^TOmega^-1mu_1-mu_2^TOmega^-1mu_2))ge1$$



      And the terms inside exp( ) should be greater than 0 but I don't know how to simplify the expression and I don't know how to solve for ii).










      share|cite|improve this question









      $endgroup$




      $x^n=(x_1,...,x_n)$ i.id. $fin: mathcalF=
      N(mathbfmu_j,Omega):j=1,2$
      , the prior is $pi(1)=pi(2)=1/2$, with0-1 loss. The gola is to classify $x^n$ as a whole to one of the distribution in $mathcalF$.



      i)Find the Bayesian classification rule.



      ii)Show that the overall Bayesian classification error is
      $$e(brevedelta)=1-Phi(sqrtnD),$$with $$D=fracsqrt(mu_2-mu_1)^TOmega^-1(mu_2-mu_1)2$$
      where $Phi(·)$ is the distribution function of N(0,1).




      I am only able to specify the decision as



      $$
      brevedelta= left{ beginarrayrcl
      1
      & f(x|1)/f(x|2)ge1 \ 0 & otherwise
      endarrayright.
      $$



      $$f(x|1)/f(x|2)=exp(-frac12(-2x^TOmega^-1(mu_1-mu_2)+mu_1^TOmega^-1mu_1-mu_2^TOmega^-1mu_2))ge1$$



      And the terms inside exp( ) should be greater than 0 but I don't know how to simplify the expression and I don't know how to solve for ii).







      bayesian






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Mar 27 at 3:34









      Chloe ZhouChloe Zhou

      969




      969




















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