from random import * import numpy as np from numpy.linalg import cholesky import matplotlib.pyplot as plt global threshold def classify(x): return x[0][0]+x[0][1]<=threshold x=[randint(0,1) for i in range(100)] mu1=np.array([[1,1]]) mu2=np.array([[1.5,1.5]]) #mu2=np.array([[3,3]]) if mu2[0][0]<2: threshold=2.5 else: threshold=4 Sigma=np.array([[0.2,0],[0,0.2]]) R = cholesky(Sigma) for T in range(10): sum=0 for i in range(100): if x[i]: mu=mu1 else: mu=mu2 s=np.dot(np.random.randn(1,2), R) + mu if(classify(s)==x[i]): sum+=1 print(sum/100.0)