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I wonder if anyone has formulas for the derivatives of $f(x)=(2\pi)^{-n/2}|\Sigma|^{-1/2}\exp \{-\frac{1}{2}x^t \Sigma^{-1} x\}$ or for instance, for,

$$\int_{\mathbb{R}^n}D^{\alpha}f(x)dx$$

is there any website or book where I can find these?

Thanks you very much!

  • 1
    If you convert the density function to use the actual elements of $x$ and $\Sigma$ rather than the matrix equivalents, taking derivatives will become more clear.2012-10-26
  • 1
    Will this involve Hermite polynomials?2012-10-26

1 Answers 1