title: Multivariate Gaussian distribution formula implementation
body: <p>I have a certain problem while implementing multivariate Gaussian distribution for anomaly detection.</p>
  
  <p>I have referred the formula from Andrew Ng notes</p>
  
  <pre><code>http://www.holehouse.org/mlclass/15_Anomaly_Detection.html
  </code></pre>
  
  <p>below is the problem I face </p>
  
  <p>Suppose I have a data set with 2 features and m number of training set i.e n=2 and wants to determine my multivariate Gaussian probability p(x;mu;sigma) which should be a [m*1] matrix because it produces estimated Gaussian value by feature correlation.</p>
  
  <p>The problem I face is I am unable to use the formula to produce the matrix [m*1].</p>
  
  <p>I am using Octave as IDE to develop the algorithm.</p>
  
  <p>Below is a snapshot showcasing my problem</p>
  
  <p><img src="https://i.stack.imgur.com/EOyQI.png" alt="enter image description here"> </p>
  
  <p>Considering the multiplication of the Red boundary equation because the LHS of the red boundary is just a real number</p>
  
  <p><img src="https://i.stack.imgur.com/PLVHQ.png" alt="enter image description here"> </p>
  
  <p>PLEASE HELP ME UNDERSTAND WHERE AM I GOING WRONG</p>
  
  <p>Thanks </p>