μ = E [ x ] = ∫ x p ( x ) d x \mu=E[x]=\int xp(x)dx μ=E[x]=∫xp(x)dx

Σ = E [ ( x − μ ) ( x − μ ) T ] \Sigma=E[(x-\mu)(x-\mu)^T] Σ=E[(x−μ)(x−μ)T]