LDA generally assumes that different classes have (i) Different covari

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Module 3: Linear Classification and Advanced Methods

20262m

LDA generally assumes that different classes have (i) Different covariance matrices (ii) No covariance (iii) The same covariance matrix (iv) Identical means

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Answer: (iii) The same covariance matrix

Classical Linear Discriminant Analysis assumes class-conditional Gaussian distributions with a shared covariance matrix, allowing linear decision boundaries. Different class means and prior probabilities may still apply.

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