Synopsis
The PDF of a multivariate-normal.
Syntax
multinormal_pdf(x, mu, sigma) x - array mu - array sigma - array
Description
Returns the probability density function (PDF) of a multivariate normal [1] .
PARAMETERS
The parameters for this function are:
| Parameter | Definition |
|---|---|
| x | An array of length k. |
| mu | An array of length k. |
| sigma | A matrix of size (k,k). It must be symmetric and positive-definite. |
References
- [1] http://en.wikipedia.org/wiki/Multivariate_normal_distribution
Bugs
See the bugs pages on the Sherpa website for an up-to-date listing of known bugs.
See Also
- utilities
- multit_pdf