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inserting something into probability density - Printable Version

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inserting something into probability density - SchroedingersLion - Jan-05-2020

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


RE: inserting something into probability density - Gribouillis - Jan-06-2020

Doesn't scipy.stat.multivariate_normal.pdf() answer the question?