🔔 2D Gaussian

How do the mean vector and covariance matrix control the position, spread, and orientation of a two-dimensional Gaussian? Try changing the parameters below.

\[ p(\mathbf{x})= \frac{1}{2\pi\sqrt{\det(\Sigma)}} \exp\!\left[ -\frac{1}{2}(\mathbf{x}-\boldsymbol{\mu})^{T} \Sigma^{-1} (\mathbf{x}-\boldsymbol{\mu}) \right] \]
0.00
-2.52.5
0.00
-2.52.5
1.50
0.24.0
0.60
0.24.0
0.45
-0.900.90
μ = 0.00 0.00
Σ = 1.500.45 0.450.60
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