I am a Computer Science student who wants to implement the EM statistical clustering algorithm. I'm doing this on my spare time outside of any classes that I'm taking. I've been doing a lot of reading and understand almost everything I need to fully. However, I only understand univariable normal distributions. Could anyone on here give me an undergraduate mathematical rationale for the formal description of the multivariate gaussian distribution's pdf? I'll might then ask some questions about the underlying math. Thanks to anyone who steps up to the plate.