(i) μ = (1,1)T and Σ = 12 μ = 0 and Σ = 212 2 (iii) μ = 0 and 2 = (3 9) 0 -

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Q2. In this question we consider a classification problem where C₁ = C2, π₁ = π2 and
X|Y = 1 ~ N₂(0, 12), X|Y=2 ~ №₂ (µ, Σ)
for some µ € R² and positive definite 2 × 2 matrix Σ.
(a) In each of the following examples find the Bayes classifier and draw a diagram showing the
shape of the regions R₁ and R₂. You may use any result from the notes, provided it is clearly
stated.
(i) µ = (1,1)T and Σ = I2
(ii) μ = 0 and Σ = 212
(iii) μ = 0 and 2 =
(iv) µ = (0,−1)T and Σ = (39)
=
(ν) μ
=
(vi) με
0 and Σ =
20
(²9)
= 0 and Σ =
=
1/2)
4
(3 1/2)
2
(b) Assuming that µ = 0 and Σ ‡ I2, give a necessary and sufficient condition on Σ for the region
R₁ to be bounded. You may wish to use the Spectral Decomposition Theorem and separately
consider the cases λ2 > 1, №2 = 1 and λ2 < 1, where λ2 is the smallest eigenvalue of Σ.
■
Transcribed Image Text:Q2. In this question we consider a classification problem where C₁ = C2, π₁ = π2 and X|Y = 1 ~ N₂(0, 12), X|Y=2 ~ №₂ (µ, Σ) for some µ € R² and positive definite 2 × 2 matrix Σ. (a) In each of the following examples find the Bayes classifier and draw a diagram showing the shape of the regions R₁ and R₂. You may use any result from the notes, provided it is clearly stated. (i) µ = (1,1)T and Σ = I2 (ii) μ = 0 and Σ = 212 (iii) μ = 0 and 2 = (iv) µ = (0,−1)T and Σ = (39) = (ν) μ = (vi) με 0 and Σ = 20 (²9) = 0 and Σ = = 1/2) 4 (3 1/2) 2 (b) Assuming that µ = 0 and Σ ‡ I2, give a necessary and sufficient condition on Σ for the region R₁ to be bounded. You may wish to use the Spectral Decomposition Theorem and separately consider the cases λ2 > 1, №2 = 1 and λ2 < 1, where λ2 is the smallest eigenvalue of Σ. ■
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