1. 边缘概率与条件概率
x i ∽ N ( μ , Σ ) = 1 ( 2 π ) p 2 Σ 1 2 exp ( − 1 2 ( x − μ ) T Σ − 1 ( x − μ ) ) x_i\backsim N(\mu,\varSigma)=\frac{1}{(2\pi)^{\frac{p}{2}}\varSigma^{\frac{1}{2}}}\exp{(-\frac{1}{2}(x-\mu)^T\varSigma^{-1}(x-\mu))} xi∽N(μ,Σ)=(2π)2pΣ211exp(−21(x−μ)TΣ−1(x−μ)) x = ( x 1 x 2 ⋮ x p ) , μ = ( μ 1 μ 2 ⋮ μ p ) , Σ = ( σ 11 , σ 12 … , σ 1 p σ 21 , σ 22 … , σ 2 p ⋮ σ p 1 , σ p 2 … , σ p p ) x=\begin{pmatrix}x_1\\x_2\\\vdots\\x_p\end{pmatrix},\mu=\begin{pmatrix}\mu_1\\\mu_2\\\vdots\\\mu_p\end{pmatrix},\varSigma=\begin{pmatrix}\sigma_{11},\sigma_{12}\dotsc,\sigma_{1p}\\\sigma_{21},\sigma_{22}\dotsc,\sigma_{2p}\\ \vdots\\\sigma_{p1},\sigma_{p2}\dotsc,\sigma_{pp}\end{pmatrix} x=⎝⎜⎜⎜⎛x1x2⋮xp⎠⎟⎟⎟⎞,μ=⎝⎜⎜⎜⎛μ1μ2⋮μp⎠⎟⎟⎟⎞,Σ=⎝⎜⎜⎜⎛σ11,σ12…,σ1pσ21,σ22…,σ2p⋮σp1,σp2
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