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The normal, or Gaussian, distribution has a density function that is a symmetrical bell-shaped curve. It is one of the most important distributions in statistics. Use the [normality-assumption] tag for asking about testing for normality.

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D-dimensional Gaussian posterior distribution

Let $X$ be a $D$-dimensional Gaussian random variable with distribution $N_D(x|\mu, \Sigma)$ in which the covariance $\Sigma$ is known. Given a vector of observations $x = (x_1,\ldots,x_n)$, we wish t …
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