Multivariate Normal Distribution (다변량 정규분포) Multivariate Gaussian Distribution (다변량 가우시안 분포)$$ \mathbf{x} \sim \mathcal{N}(\pmb{\mu},\,\pmb{\Sigma})$$$ \pmb{\mu} \in \mathbb{R}^n $ : 평균 벡터$ \pmb{\Sigma} \in \mathbb{R}^{n \times n}$: 공분산 행렬 (symmetric)PDF(Probability density function)$$ (2\pi)^{-\frac{n}{2}} | \Sigma |^{-\frac{1}{2}} \exp \left[-\dfrac{1}{2}(\mathbf{x}-\pmb{\mu})^T\pmb{\Sigma}^{-..