Multivariate Normal (Gaussian) Distribution Explained

In this video I explain what the multivariate normal distribution (or the multivariate gaussian distribution) is, together with the meaning behind the equation that describes its behavior.

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Important Notes
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At 03:22 I forgot to add the dx to the integral... Whoopsie!

References
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Exponential function:    • Exponential growth functions | Expone...  
Deterimant:    • The determinant | Chapter 6, Essence ...  
Covariance Matrix: https://datascienceplus.com/understan...

Contents
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00:00 - Intro
00:18 - Exponential Functions
01:45 - Mean and Standard Deviation
02:40 - Finals Steps in Obtaining Normal Equation for 1-D
04:02 - Normalizing Term - Multivariate Normal Distribution
05:29 - Mean and Covariance Matrix - Multivariate Normal Distribution
06:52 - Outro

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#normaldistribution #multivariate #gaussian