[SciPy-User] Evaluate normal distribution at certain point given the covariance matrix and mean

[Stefan Otte]

Hello,

I'm wondering if there is a function that evaluates a normal
distribution at a certain point given the covariance matrix and mean.
I already took a look at the stats module and, to my surprise, didn't
find a function like that.

NN(mean_of_distribution, covariance_matrix, point_to_evaluate)

I ended up implementing it myself but I'm still wondering if this
isn't a common task and why it's not included in the stats module.


Thanks in advance,
 Stefan