協方差矩陣與二維高斯分佈

多維高斯分佈：html f ( x ) = 1 ( 2 π ) d 2 ∣ Σ ∣ 1 2 e x p [ − 1 2 ( x − μ ) T Σ − 1 ( x − μ ) ] f(\mathbf x )= \frac{1}{{(2\pi)}^{\frac{d}{2}}{\begin{vmatrix}\mathbf\Sigma\end{vmatrix}}^{\frac{1}{2}}}exp[-\

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