Multivariate Normal CDF in Python using scipy

Question

In order to calculate the CDF of a multivariate normal, I followed this example (for the univariate case) but cannot interpret the output produced by scipy:

Answer 1

The scipy multivariate_normal from v1.1.0 has a cdf function built in now:

from scipy.stats import multivariate_normal as mvn
import numpy as np

mean = np.array([1,5])
covariance = np.array([[1, 0.3],[0.3, 1]])
dist = mvn(mean=mean, cov=covariance)
print("CDF:", dist.cdf(np.array([2,4])))

CDF: 0.14833820905742245

Documentation for v1.4.1 can be found here.