The Multivariate Gaussian Probability Distribution | Peter Ahrendt
| | Abstract | This technical report intends to gather information about the multivariate gaussian distribution, that was previously not (at least to my knowledge) to be found in one place and written as a reference manual. Additionally, some useful tips and tricks are collected that may be useful in practical calculations with the gaussian. | | Keywords | gaussian, probability distribution, moments, gaussian integrals | | Type | Technical report | | Year | 2005 Month January | | Electronic version(s) | [pdf] | | BibTeX data | [bibtex] | | IMM Group(s) | Intelligent Signal Processing |
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