[PDF] [PDF] The Gaussian distribution

Again, the vector µ speci es the mean of the multivariate Gaussian distribution The matrix Σ speci es the covariance between each pair of variables in x:



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[PDF] Gaussian Random Vectors

Vectors 1 The multivariate normal distribution Let X := (X1 X ) be a random vector We say that X is a Gaussian random vector if we can write



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[PDF] The Gaussian distribution

Again, the vector µ speci es the mean of the multivariate Gaussian distribution The matrix Σ speci es the covariance between each pair of variables in x:

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