2.15 ( ) Show that the entropy of the multivariate Gaussian N(x|,) is given by H[x] =...

2.15 ( ) Show that the entropy of the multivariate Gaussian N(x|μ,Σ) is given by H[x] =

1 2

ln |Σ| + D 2

(1 + ln(2π)) (2.283)

where D is the dimensionality of x.