Multivariate Normal Modeling in Python Using Numpy

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In this video I will go over how to write your own class to to fit data to a multivariate normal distribution. This will be useful for future videos when I cover unsupervised learning topics such as clustering and anomaly detection.
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Can you explain the ensue portion around 6:36 of the video? Awesome tutorial by the way

brianmunson
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Can you provide more insight on the probability plot. I kinda felt it was a bit quick and couldnt apprehend it fully.

snesh