Probability density function of a Bivariate Normal Distribution – derived from assumptions on marginal distributions and functional factorization
For a better understanding of ML experiments regarding a generator of human faces based on a convolutional autoencoder we need an understanding of multivariate and bivariate normal distributions and their probability densities. This post is about the probability density function of a bivariate normal distribution depending on two correlated random variables X and Y. Most derivations of the mathematical form… Read More »Probability density function of a Bivariate Normal Distribution – derived from assumptions on marginal distributions and functional factorization