On Thu, Jul 23, 2009 at 7:14 AM, per freem <[email protected]> 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
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