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Pattern Recognition - Chapter 2: Normal distribution


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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