Lecture

Multivariate Gaussian Distribution

Description

This lecture covers the definition of multivariate Gaussian distribution, including the existence of a mean vector and a symmetric matrix, the moment generating function, linear combinations of Gaussian variables, and the properties of the distribution. The lecture also discusses the density function and the combination of Gaussian variables in different scenarios.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_sqtqz7ja

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Algebra: Linear algebra

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