SciPy Recipes

How to do it...

The probability of a given value in a multivariate Gaussian distribution is calculated as follows:

1. Import the relevant packages:

from scipy.stats import multivariate_normalimport numpy as np

2. Initialize the array of variables:

x = np.array([[1,2], [3,4]])

In the preceding code snippet, we have initialized two data points located in a two-dimensional space.

2. Calculate the probability associated with the two data points using the pdf function, where the mean and variance along the two dimensions is given, as follows:

multivariate_normal.pdf(x, mean=[0, 1], cov=[5, 2])array([ 0.0354664 ,  0.00215671])

The output of the preceding code results in probabilities associated with the first data point [1, 2] and the second data point ...