LDA plot from a discriminant function

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fafz1203
fafz1203 2016-9-23
Hi, given the following training samples and linear discriminant function: training samples: N = 10 samples from a normal distribution with mean = [1,1] and sigma = [2,-1;-1,1] and N= 10 samples from a normal distribution with mean = [3,3] and sigma = [1,0.5;0.5,1] discriminant function: delta_k(x) = x^T\Sigma^{-1}\{\mu}_k-\frac{1}{2}\mu^T_k\Sigma^{-1}\{\mu}_k+\log{\pi_k} i want to plot the linear discriminant analysis for two classes It should be a scatter plot with the decision boundary indicated
let me know if u have any questions, your help is much appreciated

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