https://www.cnblogs.com/jermmyhsu/p/8251013.html
很清楚地解释了多维高斯分布公式。
终于明白协方差的意义了
https://blog.csdn.net/GoodShot/article/details/79940438
详解协方差与协方差矩阵
https://blog.csdn.net/ybdesire/article/details/6270328?utm_source=distribute.pc_relevant.none-task
关于二维随机向量分布的协方差与相关系数的物理意义理解
https://blog.csdn.net/kangkanglhb88008/article/details/85729508?utm_source=distribute.pc_relevant.none-task
协方差为什么能表示两个随机变量的相关性？
https://blog.csdn.net/huntinggo/article/details/47430777?utm_source=distribute.pc_relevant.none-task