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

Multivariate normal probability density function.

LAX-backend implementation of pdf().

Original docstring below.

  • 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)


pdf – Probability density function evaluated at x

Return type

ndarray or scalar