Multivariate Normal Distribution

• Same as Normal Distribution but with multiple variables or input dimension > 1

[!def] Mutltivariate Normal Distribution Formula
$$
f_{\mu, \sum} (x) = \frac{exp(-\frac{1}{2} (x - \mu)^T \sum^-1(x- \mu))}{\sqrt{(2\pi)^D |\sum|}}
$$