Calculation of Bayes´ Recognition Error for Two Multivariate Gaussian Distributions

An algorithm is presented for calculating recognition error when applying pattern vectors to an optimum Bayes´ classifier. The pattern vectors are assumed to come from two classes whose populations have Gaussian statistics with unequal covariance matrices and arbitrary a priori probabilities. The quadratic discriminant function associated with a Bayes´ classifier is used as a one-dimensional random variable from which the probability of error is calculated, once the distribution of the discriminant function is obtained.