N-dimentional integral over Multivariate Gaussian

1. What is D in multivariate Gaussian?
2. What is the equation for multivariate Gaussian?
3. What is the integral of Gaussian function?
4. What is the integral of Gaussian density function?

What is D in multivariate Gaussian?

b: Probability density of a function of a normal vector , with mean , and covariance . c: Heat map of the joint probability density of two functions of a normal vector , with mean , and covariance . d: Probability density of a function.

What is the equation for multivariate Gaussian?

p(x;µ,Σ) = 1 (2π)n/2|Σ|1/2exp(− 1 2(x − µ)T Σ−1(x − µ)). We write this as X ∼ N(µ,Σ). In these notes, we describe multivariate Gaussians and some of their basic properties.

What is the integral of Gaussian function?

A Gaussian integral is essentially the area under the Gaussian function, between set limits along the horizontal axis.

What is the integral of Gaussian density function?

"the integral of the normal distribution (the Gaussian function) is known as the error function (sqrt(pi)/2)*erfi(x)" Well, that depends on what you call the normal distribution, what integral you are talking about, and what you mean by erfi(x).