Data Science and Machine Learning (Theory and Projects) A to Z - Multiple Random Variables: Multivariate Gaussian

The video tutorial introduces the multivariate Gaussian distribution, a key concept in data science and machine learning. It explains the notion of random vectors and their role in describing joint distributions. The tutorial details the multivariate Gaussian density formula, including its parameters like the mu vector and covariance matrix. It highlights the importance and applications of this distribution in various machine learning models and the central limit theorem.

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