Synopsis
The PDF of a multivariate-normal distribution.
Syntax
multinormal_pdf(x, mu, sigma)
Description
Returns the probability density function (PDF) of a multivariate normal [1] distribution.
PARAMETERS
The parameters for this function are:
| Parameter | Type information | Definition |
|---|---|---|
| x | array | An array of length k. |
| mu | array | An array of length k. |
| sigma | array | A matrix of size (k,k). It must be symmetric and positive-definite. |
References
- [1] https://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