Question: How do we calculate p ( X | w 1 ) and p ( X | w 2 ) when the joint probability functions for

How do we calculate p(X | w1) and p(X | w2) when the joint probability functions for the features of both classes are known to be bivariate gaussian with the following properties: (Mi is the $mean vector, and ?i is the covariance matrix.)w1: M1 =[ \fEL= 0.5$ 0 W1: M1 = 0 2 2 0- W2: M2= _

How do we calculate p(X | w₁) and p(X | w₂) when the joint probability functions for the features of both classes are known to be bivariate gaussian with the following properties: (M_i is the mean vector, and ?_i is the covariance matrix.)

w₁: M₁ =[

\fEL= 0.5 0 W1: M1 = 0 2 2 0- W2: M2= _

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