In the lecture slide of Week 1, there are seven properties of Gaussian vectors and the first one is about the MGF. It is written that M_Y(u) =exp{ μ^T u + 1/2 u^T Ω u}, but isn't it u^T μ for the first term of the exponent? Or it doesn't matter because they have the same value, I mean, μ^T u = u^T μ?

Posted by Sungyeon Hong on Saturday 26 October 2013 at 23:37