要计算密度函数,请使用
pdf()
scipy.stats.multivariate_normal
. 第一个参数是数组
X
. 接下来的两个参数是分布的均值和协方差矩阵。
In [72]: import numpy as np
In [73]: from scipy.stats import multivariate_normal
In [74]: mean = np.array([0, 1])
In [75]: cov = np.array([[2, -0.5], [-0.5, 4]])
In [76]: x = np.array([[0, 1], [1, 1], [0.5, 0.25], [1, 2], [-1, 0]])
In [77]: x
Out[77]:
array([[ 0. , 1. ],
[ 1. , 1. ],
[ 0.5 , 0.25],
[ 1. , 2. ],
[-1. , 0. ]])
In [78]: p = multivariate_normal.pdf(x, mean, cov)
In [79]: p
Out[79]: array([ 0.05717014, 0.04416653, 0.05106649, 0.03639454, 0.03639454])