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inserting something into probability density
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inserting something into probability density
#1
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
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#2
Doesn't scipy.stat.multivariate_normal.pdf() answer the question?
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