Multivariate Gaussian Function

A Multivariate Gaussian Function is a multivariate probability density function that is a member of a multivariate Gaussian distribution family.

• Context:
  • It can be a member of a Multivariate Gaussian Mixture.
  • It can range from being a Symmetric Gaussian Distribution to being a Non-Symmetric Gaussian Distribution.
• Example(s):
  • a Bivariate Normal Function, such as:
• Counter-Example(s):
  • a Univariate Gaussian Function.
  • a Gaussian Mixture Function.
• See: Joint Distribution, Multinomial Distribution, Spherical Gaussian Distribution.

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