With the release of LaTeX2ε in June 1994,* the commands

bf it sl rm

have been deprecated. The LaTeX kernel doesn’t define them; however, document classes may define them (and indeed, the standard classes do, for backward compatibility reasons).

The fact that bf seems to work in your document is not a reason for using it.

Besides, the pre-1994 older manuals told one to say {bf x} in order to get a boldface letter in math. Newer manuals tell you to use mathbf.

If you do usepackage (after loading amsmath), you have the alternative of using bm that you may like more for your vectors.

Never ever use bf again and remove it from all your documents.

As far as your code is concerned, if I compile your code with TeX Live 2018, I get

enter image description here

The Sigmas you don’t see are there, but they’re boldface, which I don’t think you want. There’s much more unwanted boldface, too.

documentclass[a4paper] usepackage[english] usepackage usepackage usepackage usepackage[colorinlistoftodos] usepackage[fontset=windows] usepackage[] usepackage newtheoremstyle {topsep}{topsep}% {itshape}{}% {bfseries}{}% {newline}{}% theoremstyle newtheorem newtheorem letoldrefref renewcommand{ref}[1]{(oldref{#1})} begin begin begin log{frac)})}} = fraclog{frac{|Sigma_1|}{|Sigma_2|}} + frac(mu_1^T Sigma_1^{-1}mu_1 – mu_2^T Sigma_2^{-1}mu_2) \ + (mu_2^Sigma_2^{-1} – mu_1^Sigma_1^{-1})mathbf + fracmathbf^(Sigma_1^{-1} – Sigma_2^{-1})mathbf end end end

enter image description here

Footnote

* Yes, that’s more than a quarter of a century, at the date of writing.

Source

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