1.22 (
) www Given a loss matrix with elements Lkj, the expected risk is minimized if, for each x, we choose the class that minimizes (1.81). Verify that, when the loss matrix is given by Lkj = 1 − Ikj, where Ikj are the elements of the identity matrix, this reduces to the criterion of choosing the class having the largest posterior probability. What is the interpretation of this form of loss matrix?