File:Multivariate Gaussian.png

Summary

Probability density function for the multivariate normal distribution

Octave source under GPL:

% mu = [40; 60];
% sigma = [100, 30; 30, 140];
isigma = inv(sigma); 
detsigma = det(sigma);
coeff = 1/(2*pi*sqrt(detsigma));
for i=1:100
   for j=1:100
       x = [i;j];
       xm = x - mu;
       p(i,j) = exp(-0.5*xm'*isigma*xm);
   end 
end
p = p*coeff;

gnuplot source under GPL:

set xlabel "X"
set ylabel "Y"
set title "Multivariate Normal Distribution" 0, -5
set ticslevel 0
unset key
set style line 100 lt 5 lw 0.5
set pm3d solid hidden3d 100
set palette defined (0 0 0 1, 1 0.5 0.5 1, 3 1 1 1)
unset surface
set terminal png font "Arial" 16 size 1280, 800
set output "mvnd.png"
splot 'p'

Licensing

I, the copyright holder of this work, hereby publish it under the following licenses:
GNU head Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled GNU Free Documentation License.
Category:License migration redundant#Multivariate%20Gaussian.pngCategory:GFDL#Multivariate%20Gaussian.png
w:en:Creative Commons
attribution share alike		 This file is licensed under the Creative Commons Attribution-Share Alike 3.0 Unported license.
You are free:
  • to share – to copy, distribute and transmit the work
  • to remix – to adapt the work
Under the following conditions:
  • attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
  • share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.
This licensing tag was added to this file as part of the GFDL licensing update.
Category:CC-BY-SA-3.0-migrated#Multivariate%20Gaussian.png
You may select the license of your choice.
Category:Self-published work
Category:2D Gaussians Category:Surface plots Category:Media missing infobox template Category:Created with GNU Octave
Category:2D Gaussians Category:CC-BY-SA-3.0-migrated Category:Created with GNU Octave Category:Files with no machine-readable author Category:Files with no machine-readable source Category:GFDL Category:License migration redundant Category:Media missing infobox template Category:Self-published work Category:Surface plots