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I have to generate a data-set that has 3000 samples. I have 3 classes and their prior probabilities, covariance and means.
My question is, how do I generate this data set? I know how to generate points from a Gaussian distribution with a given covariance and mean, but how does the prior probability fit in?
Furthermore, I have to classify this data using a MAP discriminant function which I also understand how to do but won't just generating the dataset with a given covariance, mean and prior generate data that will be classified too perfectly?
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