All Questions

I have a vector $\mathbf{x}$ with a multivariate Gaussian distribution $$P[\textbf{x}\in S] =\int_{\textbf{x}\in S} \det(2\pi H^{-1})^{-1/2}\exp(-\frac{1}{2} \textbf{x}^T H\textbf{x}) \, d\textbf{x}$$...