Math Problem Statement

Solution

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Math Problem Analysis

Mathematical Concepts

Linear Discriminant Analysis (LDA)
Scatter Matrices
Covariance Matrices

Formulas

Within-class scatter matrix S_w = Σ (X_i - μ_i)(X_i - μ_i)^T
Covariance matrix = Σ ((X_i - μ)(X_i - μ)^T)

Theorems

Linear Discriminant Analysis

Suitable Grade Level

Undergraduate level (Machine Learning, Statistics)

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