Derive the constrained mles for the microk and sigma show


Consider the multivariate Gaussian model X|G = k ∼ N(µk, Σ), with the additional restriction that rank

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Derive the constrained MLEs for the µk and Σ. Show that the Bayes classification rule is equivalent to classifying in the reduced subspace computed by LDA (Hastie and Tibshirani 1996).

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Econometrics: Derive the constrained mles for the microk and sigma show
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