Multivariate Gaussian distribution
= Multivariate Gaussian distribution
{wiki}
A multivariate Gaussian distribution has density proportional to $\exp[-(x-\mu)^T\Sigma^{-1}(x-\mu)/2]$. Its mean is $\mu$ and its covariance matrix is $\Sigma$.
= Multivariate Gaussian distribution
{wiki}
A multivariate Gaussian distribution has density proportional to $\exp[-(x-\mu)^T\Sigma^{-1}(x-\mu)/2]$. Its mean is $\mu$ and its covariance matrix is $\Sigma$.