jax.scipy.stats.multivariate_normal.pdf¶

jax.scipy.stats.multivariate_normal.pdf(x, mean, cov)[source]¶

Multivariate normal probability density function.

LAX-backend implementation of pdf().

Original docstring below.

Parameters

x (array_like) – Quantiles, with the last axis of x denoting the components.
mean (array_like, optional) – Mean of the distribution (default zero)
cov (array_like, optional) – Covariance matrix of the distribution (default one)
allow_singular (bool, optional) – Whether to allow a singular covariance matrix. (Default: False)

Returns

pdf – Probability density function evaluated at x

Return type

ndarray or scalar