[jira] [Created] (FLINK-14154) Add the class for multivariate Gaussian Distribution.

[Shang Yuanchun (Jira)]

Xu Yang created FLINK-14154:
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             Summary: Add the class for multivariate Gaussian Distribution.
                 Key: FLINK-14154
                 URL: https://issues.apache.org/jira/browse/FLINK-14154
             Project: Flink
          Issue Type: Sub-task
          Components: Library / Machine Learning
            Reporter: Xu Yang


Multivariate Gaussian Distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. In machine learning, multivariate Gaussian Distribution finds usages in algorithms link Gaussian Mixture Model.
 * Add MultivariateGaussian that provides basic functionality for a Multivariate Gaussian (Normal) Distribution.
 * Add MultivariateGaussianTest that provides test cases for MultivariateGaussian.



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