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Multivariate normal distribution

= Gaussian density
{c}
{synonym}

For a <positive-definite matrix> $\Sigma$, the distribution $N_p(\mu,\Sigma)$ has density
$$
f(x)=\frac{
\exp\!\left[-\frac12(x-\mu)^T\Sigma^{-1}(x-\mu)\right]
}{(2\pi)^{p/2}(\det\Sigma)^{1/2}}.
$$

Multivariate normal density

Cameron-Martin theorem for a Gaussian measure

Gaussian Bayes classifier

Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 42 / 1 / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 43 / 1 / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 43 / 2 / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 43 / 5 / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 46 / 1 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 46 / 2 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 36 / 3 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 32 / 4 / Solution

Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 202 / 4 / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 216 / 5 / Solution

Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 2 / 28K / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 3 / 13C / f / Solution

Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 219 / 2 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 3 / 28K / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 207 / 3 / c / iii / Solution

codex/gaussian-density

Multivariate normal density

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Multivariate normal density

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