A 2-dimensional multivariate Gaussian probability density function g 13 -5.2 has mean vector m = [2] and covariance matrix C = [_152 The matrix C has eigenvalue decomposition C = UDUT, where: U = COS (7) -sin 0 ‚D = [1/6] · LO sin (7) Carefully sketch a 1-standard-deviation contour for g. COS

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Chapter2: Second-order Linear Odes
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A 2-dimensional multivariate Gaussian probability density function g
13
has mean vector m =
[3] and covariance matrix C = [_15.2 -5.2].
7
The matrix C has eigenvalue decomposition C = UDUT, where:
COS
[cos (7)
sin (1)
Carefully sketch a 1-standard-deviation contour for g.
U
(7) -sin (3)
COS
‚D = [4 o].
Transcribed Image Text:A 2-dimensional multivariate Gaussian probability density function g 13 has mean vector m = [3] and covariance matrix C = [_15.2 -5.2]. 7 The matrix C has eigenvalue decomposition C = UDUT, where: COS [cos (7) sin (1) Carefully sketch a 1-standard-deviation contour for g. U (7) -sin (3) COS ‚D = [4 o].
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