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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?