Bayesian Classification

In this paper it is assumed that there are k p-variate normal populationsand the aim is classification of a new p-variate observation into one of k populations.The theory and application of the Classical (non-Bayesian) approaches are availablein many multivariate text books. In This paper, following Geisser [2] and Press [6], aBayesian approach has been given for classification is introduced. Our presentationis a simpler presentation of what is available in the litrature.