Multivariate Normal CDF in Python using scipy
问题 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: from scipy.stats import norm import numpy as np mean = np.array([1,5]) covariance = np.matrix([[1, 0.3 ],[0.3, 1]]) distribution = norm(loc=mean,scale = covariance) print distribution.cdf(np.array([2,4])) The output produced is: [[ 8.41344746e-01 4.29060333e-04] [ 9.99570940e-01 1.58655254e-01]] If the joint CDF is defined as: P (X1 ≤ x1,