Page 154 - Introduction to Statistical Pattern Recognition
P. 154
136 Introduction to Statistical Pattern Recognition
v, = -VT[P,M, + P,M2]. (4.37)
Equation (4.37) indicates that, if V is multiplied by a constant a, v, is also
changed by a factor of a. The decision made by VTX + v, >< 0 is equivalent
to the decision of aVTX + avo >< 0 for any positive a. This confirms that the
scale of V is irrelevant in our discussion.
Optimum Design for Normal Distributions
Theoretical approach: When the distributions of h (X) are normal, we
can find the V and vo which minimize the Bayes error in the h-space. The
Bayes error in the h-space is expressed as a function of qj and 0' as
(4.38)
For this criterion, the derivatives of E are
(4.39)
(4.40)
(4.41)
(4.42)
Therefore, from (4.26)
(4.43)
That is, v, must be selected to make the two density functions of h (X) equal at
h(X) = 0. Substituting (4.43) into (4.39) and (4.40), and using (4.28)