<p>Recall that LDA model (Section 4.3) assumes features come from a multivariate Gaussian distribution in each class <span class="arithmatex">\(k=1,...,K\)</span>.  Each class has mean vector <span class="arithmatex">\(\mu_k\)</span>, but shares a common covariance matrix <span class="arithmatex">\(\Sigma\)</span>. 
The discriminant function of class <span class="arithmatex">\(k\)</span> is </p>
<div class="arithmatex">\[\begin{equation}
\label{eq:18-6a}
    \delta_k(x) = x^T\Sigma^{-1}\mu_k - \frac{1}{2}\m