I have a binary classification problem, part of which is defined as follows :
p(x|y=1) $\sim w (m_1 , \sum_1$)
and
p(x|y=0) $\sim w (m_0 , \sum_0$)
Where $\sum_1$ is a covariance matrix :
$$ \begin{bmatrix} \sigma^2 & 0\\ 0 & \sigma^2 \\ \end{bmatrix} $$
So what is this distribution?
Note : I am supposed to find a generative model for classification.
Thanks for any help!
After reviewing the lecture notes , it turns out this is a normal distribution around mean $m_1$ and variance $\sigma$. The different notation is because the means are vectors instead of scalars. The dimension of m is equal to the dimension of the covariance matrix.