We are given two covariate matrices. The data from the firstmatrix (class 1) has prior probability of .6 and the dataassociated with the second (class 2) has prior probability of .4.If we want to find a LINEAR discriminant or each class, whatcovariance matrix should we use?
S_1=
.75.6.6.9
S_2=
.9.7.71.2
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