Pattern Recognition - Chapter 2: Normal distribution
- Nhut Hai Huynh
- Aug 11, 2017
- 1 min read
1. Normal distribution


(*Source: https://en.wikipedia.org/wiki/Normal_distribution)

2. Multivariate normal densities



(*Source: http://ballistipedia.com/index.php?title=Closed_Form_Precision)




(*Source: https://blogs.sas.com/content/iml/files/2012/07/mvnormalpdf.png)
3. Mixture densities



4. The product of Gaussian distributions
4.1. The product of two uni-variate Gaussian distribution



Equation (1)


Equation (2)









Equation (3)







4.2. The product of n uni-variate Gaussian distributions



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