(Solved):
A 2-dimensional multivariate Gaussian probability density function (PDF) g ha ...
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A 2-dimensional multivariate Gaussian probability density function (PDF) g has mean vector m=[21?] and covariance matrix C=[19.75?9.1??9.19.25?]. The matrix C has eigenvalue decomposition C=UDUT, where: U=[?0.5?0.866??0.8660.5?],D=[40?025?]. Carefully sketch a one standard deviation contourl for g. Explain your answer.