Mistakes/uncertainties in object detection could lead to catastrophes when deploying robots in the real world. In this paper, we measure the uncertainties of object localization to minimize this kind of risk. Uncertainties emerge upon challenging cases like occlusion. The bounding box borders of an occluded object can have multiple plausible configurations. We propose a deep multivariate mixture of Gaussians model for probabilistic object detection. The covariances help to learn the relationship between the borders, and the mixture components potentially learn different configurations of an occluded part. Quantitatively, our model improves the AP of the baselines by 3.9% and 1.4% on CrowdHuman and MS-COCO respectively with almost no computational or memory overhead. Qualitatively, our model enjoys explainability since the resulting covariance matrices and the mixture components help measure uncertainties.