math

On multivariate Gaussian

Formulas Formula for multivariate gaussian distribution Formula of univariate gaussian distribution Notes: There is normality constant in both equations Σ being a positive definite ensure quadratic bowl is downwards σ2 also being positive ensure that parabola is downwards   On Covariance Matrix Definition of covariance between two vectors: When we have more than two variable… Continue reading On multivariate Gaussian

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