Math Problem Statement

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Solution

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Math Problem Analysis

Mathematical Concepts

Fisher's linear discriminant
Vector projection
Scatter matrices

Formulas

Mean vector: μ = (1/n) * Σ(xi)
Within-class scatter matrix: SW = S1 + S2
Optimal projection vector: w = SW⁻¹(μ2 - μ1)
Projection: y = w^T(x - μ)

Theorems

Fisher's linear discriminant theorem

Suitable Grade Level

University-level (Advanced undergraduate or graduate level)