Multivariate normal distribution

a.k.a “Normal distribution with multiple random variable”

$$\mathcal{N}(\mathbf{y};\mu ,\mathbf{\Sigma })=\frac{1}{\sqrt{(2\pi {)}^d|\mathbf{\Sigma }|}}\exp \left(-\frac{1}{2}(\mathbf{y}-\mu {)}^{\top }{\mathbf{\Sigma }}^{-1}(\mathbf{y}-\mu )\right)$$