Discriminant Analysis for Non-Gaussian non-same distribution of features in classes I am trying to understand discriminant analysis.
say i have 2 classes and f1(x) and f2(x) are non-gaussian and do not have the same distribution as well. How do i get the discriminant function?

Discriminant functions are obtained by solving $f_1(x)=f_2(x)$, i.e. the boundary curve of the class conditional likelihoods.
