Given the prior probability of 2 distributions N(x,y) and N(a,b), where N(μ,σ^2):
how do you make a decision rule to minimize the probability of error, if the prior probabilities are equal? Can you give an example?
What if the prior probabilities are different, such as
P(Distribution 1) = 0.70
P(Distribution 2) = 0.30 ?