A 2-dimensional multivariate Gaussian probability density function g13has mean vector m =[3] and covariance matrix C = [_15.2 -5.2].7The 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].

As per the question we are given a bivariate gaussian distribution g having mean vector m and…

Answered: A 2-dimensional multivariate Gaussian…

Advanced Engineering Mathematics

10th Edition

ISBN:9780470458365

Author:Erwin Kreyszig

Publisher:Erwin Kreyszig

Chapter2: Second-order Linear Odes

Section: Chapter Questions

Problem 1RQ

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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