Example:Multivariate Gaussian The mean and variance E(X) V(X)= (Recall) 1 -2x-w)TΣ-1(x-wW fx(x)= n 1 (2π)22Example: Multivariate Gaussian ◼ The mean and variance 𝐸 𝑋 = 𝜇 𝑉 𝑋 = Σ (Recall) 𝑓𝑋 𝑥 = 1 2𝜋 𝑛 2 Σ 1 2 − 1 2 𝑥−𝜇 𝑇Σ −1 𝑥−𝜇