Multivariate Normal (Gaussian) Distribution Explained

Video Description

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. *Related Videos* ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ Gaussian Mixture Models (GMM) Explained: https://youtu.be/wT2yLNUfyoM Estimated Calibration Error Explained: https://youtu.be/NDY2fH1FitQ The Bessel's Correction Explained: https://youtu.be/E3_408q1mjo Gradient Boosting with Regression Trees Explained: https://youtu.be/lOwsMpdjxog *Important Notes* ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ At 03:22 I forgot to add the dx to the integral... Whoopsie! *References* ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ Exponential function: https://www.youtube.com/watch?v=6WMZ7J0wwMI&ab_channel=KhanAcademy Deterimant: https://www.youtube.com/watch?v=Ip3X9LOh2dk&ab_channel=3Blue1Brown Covariance Matrix: https://datascienceplus.com/understanding-the-covariance-matrix/ *Contents* ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ 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 *Follow Me* ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ 🐦 Twitter: @datamlistic https://twitter.com/datamlistic 📸 Instagram: @datamlistic https://www.instagram.com/datamlistic 📱 TikTok: @datamlistic https://www.tiktok.com/@datamlistic *Channel Support* ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ The best way to support the channel is to share the content. ;) If you'd like to also support the channel financially, donating the price of a coffee is always warmly welcomed! (completely optional and voluntary) ► Patreon: https://www.patreon.com/datamlistic ► Bitcoin (BTC): 3C6Pkzyb5CjAUYrJxmpCaaNPVRgRVxxyTq ► Ethereum (ETH): 0x9Ac4eB94386C3e02b96599C05B7a8C71773c9281 ► Cardano (ADA): addr1v95rfxlslfzkvd8sr3exkh7st4qmgj4ywf5zcaxgqgdyunsj5juw5 ► Tether (USDT): 0xeC261d9b2EE4B6997a6a424067af165BAA4afE1a #normaldistribution #multivariate #gaussian