Bayes' Decision Rule

I'm implementing Bayes Decision Rule. For this purpose I'm using
Multivariate Normal Distribution. But, in some cases Covariance matrix
becomes singular (there isn't inverse Covariance matrix). What is the
solution? What can I do? (I think that, i can add a very little to a
value which is in the same lines in the matrix. Or changing the
distribution. But, what is the true answer? I don't know).
Please help.

Murat Aykut.

.

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