Jan-05-2020, 11:15 PM

Hi guys,

I need to insert a vector X into the multivariate normal distribution (WIKI), and get its value.

I know that numpy offers sampling from this distribution, but can I also insert a vector and obtain the corresponding value?

If not, I will have to code the calculation up manually...

Best,

SL

I need to insert a vector X into the multivariate normal distribution (WIKI), and get its value.

I know that numpy offers sampling from this distribution, but can I also insert a vector and obtain the corresponding value?

If not, I will have to code the calculation up manually...

Best,

SL