added 3d plot of two gaussian distributions in one plot

tikz/3d-gaussian-distribution/3d-gaussian-distribution.tex

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+% Thanks to Jake for the template
+% http://tex.stackexchange.com/a/31715/5645
+% and the help here
+% http://tex.stackexchange.com/a/198793/5645
+\documentclass{standalone}
+
+\usepackage{pgfplots}
+\pgfplotsset{compat=1.10}
+
+\begin{document}
+
+\pgfplotsset{
+colormap={whitered}{color(0cm)=(white); color(1cm)=(orange!75!red)},
+colormap={whiteblue}{color(0cm)=(white); color(1cm)=(blue)},
+}
+
+\begin{tikzpicture}[
+    declare function={mu11=60;},
+    declare function={mu12=20;},
+    declare function={sigma11=5;},
+    declare function={sigma12=5;},
+    declare function={mu21=70;},
+    declare function={mu22=40;},
+    declare function={sigma21=5;},
+    declare function={sigma22=5;},
+    declare function={rho=0.8;},
+    declare function={normal(\m,\s)=1/(2*\s*sqrt(pi))*exp(-(x-\m)^2/(2*\s^2));},
+    declare function={bivar(\ma,\sa,\mb,\sb,\rho)=
+        1/(2*pi*\sa*\sb*\rho) * exp(-((x-\ma)^2/\sa^2 + (y-\mb)^2/\sb^2 - (2*\rho*(x-\ma)*(y-\mb))/(\sa*\sb)))/(2*(1-\rho*\rho));}]
+\begin{axis}[
+    width=15cm,
+    view={-15}{70},
+    enlargelimits=false,
+    grid=major,
+    domain=40:90,
+    y domain=0:60,
+    samples=60,
+    xlabel=$x_1$,
+    ylabel=$x_2$,
+    zlabel={$P$},
+    colorbar,
+    colorbar style={
+        at={(1.1,0)},
+        anchor=south west,
+        height=0.25*\pgfkeysvalueof{/pgfplots/parent axis height},
+        title={$P(x_1,x_2)$}
+    }
+]
+\addplot3 [
+    surf,
+    colormap={bluewhitered}{color(0cm)=(blue); color(0.5cm)=(white); color(1cm)=(orange!75!red)},
+    point meta={
+    (
+        bivar(mu11,sigma11,mu12,sigma12,rho)>
+        bivar(mu21,sigma21,mu22,sigma22,rho)?
+        bivar(mu11,sigma11,mu12,sigma12,rho):
+        -bivar(mu21,sigma21,mu22,sigma22,rho)
+    )   
+    }
+    ] {
+    max(
+        bivar(mu11,sigma11,mu12,sigma12,rho),
+        bivar(mu21,sigma21,mu22,sigma22,rho)
+    )};
+
+\draw [black!50] (axis cs:-1,0,0) -- (axis cs:4,0,0);
+\draw [black!50] (axis cs:0,-1,0) -- (axis cs:0,4,0);
+
+\node at (axis cs:-1,1,0.18) [pin=165:$P(x_1)$] {};
+\node at (axis cs:1.5,4,0.32) [pin=-15:$P(x_2)$] {};
+\end{axis}
+\end{tikzpicture}
+\end{document}

tikz/3d-gaussian-distribution/Makefile

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+SOURCE = 3d-gaussian-distribution
+DELAY = 80
+DENSITY = 300
+WIDTH = 512
+
+make:
+	pdflatex $(SOURCE).tex -output-format=pdf
+	make clean
+
+clean:
+	rm -rf  $(TARGET) *.class *.html *.log *.aux *.data *.gnuplot
+
+gif:
+	pdfcrop $(SOURCE).pdf
+	convert -verbose -delay $(DELAY) -loop 0 -density $(DENSITY) $(SOURCE)-crop.pdf $(SOURCE).gif
+	make clean
+
+png:
+	make
+	make svg
+	inkscape $(SOURCE).svg -w $(WIDTH) --export-png=$(SOURCE).png
+
+transparentGif:
+	convert $(SOURCE).pdf -transparent white result.gif
+	make clean
+
+svg:
+	make
+	#inkscape $(SOURCE).pdf --export-plain-svg=$(SOURCE).svg
+	pdf2svg $(SOURCE).pdf $(SOURCE).svg
+	# Necessary, as pdf2svg does not always create valid svgs:
+	inkscape $(SOURCE).svg --export-plain-svg=$(SOURCE).svg
+	rsvg-convert -a -w $(WIDTH) -f svg $(SOURCE).svg -o $(SOURCE)2.svg
+	inkscape $(SOURCE)2.svg --export-plain-svg=$(SOURCE).svg
+	rm $(SOURCE)2.svg

tikz/3d-gaussian-distribution/README.md

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+Compiled example
+----------------
+![Example](3d-gaussian-distribution.png)
+
+
+Credits
+-------
+
+This work was created by Martin Thoma with very much help of Jake:
+
+* http://tex.stackexchange.com/a/31715/5645
+* http://tex.stackexchange.com/a/198793/5645