# pdf for multivariate normal function?

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## pdf for multivariate normal function?

 hi all, i'm trying to find the function for the pdf of a multivariate normal pdf. i know that the function "multivariate_normal" can be used to sample from the multivariate normal distribution, but i just want to get the pdf for a given vector of means and a covariance matrix. is there a function to do this? thank you. _______________________________________________ NumPy-Discussion mailing list [hidden email] http://mail.scipy.org/mailman/listinfo/numpy-discussion
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## Re: pdf for multivariate normal function?

 On Thu, Jul 23, 2009 at 7:14 AM, per freem wrote: hi all, i'm trying to find the function for the pdf of a multivariate normal pdf. i know that the function "multivariate_normal" can be used to sample from the multivariate normal distribution, but i just want to get the pdf for a given vector of means and a covariance matrix. is there a function to do this? Well, what does a pdf mean in the multidimensional case? One way to convert the density function into a Stieltjes type measure is to plot the integral over a polytope with one corner at [-inf, -inf,....] and the diagonally opposite corner at the plotting point, but the multidimensional display of the result might not be very informative. What do you actually want here? Chuck _______________________________________________ NumPy-Discussion mailing list [hidden email] http://mail.scipy.org/mailman/listinfo/numpy-discussion