5320718189

Density function for multivaiiate gaussian distribution :

pWn.Z) = |-^r-^j^Texp[-lx^r AT¹ x +}x^r A"^! p + ju^r A'"¹ x-\/ A"¹ p]

p{x\n,K) = l^j^łexp[ P^r A"' x-i AT¹ xx^r —jp^r A^-1 p]

Form of density function for exponential familly distribution :

/>(x|j?) = A(x)£(/?) exp[rj^r u(x)]

Parameters for multivariate Gaussian distribution :

n =

n KT -Ijr-i 2^A

u(x)=\

\xx-

h(x)=\

gin) = —¹~ exp[rii < 2łjj)'¹ nl +tylog(|»?₂|)]

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