multinormal_pdf

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

The PDF of a multivariate-normal.

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

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

[1]http://en.wikipedia.org/wiki/Multivariate_normal_distribution