I am trying to plot the comun distribution of two normal distributed variables.
The code below plots one normal distributed variable. What would the code be for plo
The following adaption to @Ianhi's code above returns a contour plot version of the 3D plot above.
import matplotlib.pyplot as plt
from matplotlib import style
style.use('fivethirtyeight')
import numpy as np
from scipy.stats import multivariate_normal
#Parameters to set
mu_x = 0
variance_x = 3
mu_y = 0
variance_y = 15
x = np.linspace(-10,10,500)
y = np.linspace(-10,10,500)
X,Y = np.meshgrid(x,y)
pos = np.array([X.flatten(),Y.flatten()]).T
rv = multivariate_normal([mu_x, mu_y], [[variance_x, 0], [0, variance_y]])
fig = plt.figure(figsize=(10,10))
ax0 = fig.add_subplot(111)
ax0.contour(rv.pdf(pos).reshape(500,500))
plt.show()