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The Gaussian distribution

The Gaussian distribution

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We may extend the univariate Gaussian distribution to a distribution over d-dimensional vectors, producing a multivariate analog. The probablity density function of the multivariate Gaussian distribution is p(x j ; ) = N(x; ; ) = 1 Z exp 1 2 (x )> 1(x ) : The normalization constant Zis Z= p det(2ˇ 1) = (2ˇ)d=2(det ) =2: 1

  Distribution, Vector, Multivariate

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