๐ Multivariate Gaussian Distribution
The multivariate Gaussian with mean $\\boldsymbol{\\mu}$ and covariance $\\Sigma$ has density $f(\\mathbf{x}) = \\frac{1}{(2\\pi)^{n/2}|\\Sigma|^{1/2}} \\exp\\left(-\\frac{1}{2}(\\mathbf{x}-\\boldsymbol{\\mu})^T\\Sigma^{-1}(\\mathbf{x}-\\boldsymbol{\\mu})\\right)$.
From: Linear Algebra
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