Details of Lecture 8, ECE662 Spring 2010

In Lecture 8, we justified the commonly made assumption that the features are normally distributed with the Central Limit Theorem. We then discussed the probability of error when using Bayes decision rule. More precisely, we obtained the Chernoff Bound and the Bhattacharrya bound for the probability of error.

Note for this lecture can be found here.


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Basic linear algebra uncovers and clarifies very important geometry and algebra.

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