Multivariate Gaussian Distribution
The D-dimensional density N(x | mu, Sigma) built from a mean vector and covariance matrix, whose quadratic form (x - mu)^T Sigma^{-1} (x - mu) defines ellipsoidal equal-probability contours; the determinant of Sigma normalizes the volume.
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The D-dimensional density N(x | mu, Sigma) built from a mean vector and covariance matrix, whose quadratic form (x - mu)^T Sigma^{-1} (x - mu) defines ellipsoidal equal-probability contours; the determinant of Sigma normalizes the volume.
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