multinormal_pdf

sherpa.utils.multinormal_pdf(x, mu, sigma)[source] [edit on github]

The PDF of a multivariate-normal distribution.

Returns the probability density function (PDF) of a multivariate normal [1] distribution.

Parameters:

  • 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.

See also

multit_pdf

References