Skip to content

Distributions

GaussianDistribution

GaussianDistribution(loc, scale, validate_args=None)

Bases: Distribution

mean property

mean

Calculates the mean.

variance property

variance

Calculates the variance.

covariance_matrix property

covariance_matrix

Calculates the covariance matrix.

entropy

entropy()

Calculates the entropy of the distribution.

median

median()

Calculates the median.

mode

mode()

Calculates the mode.

covariance

covariance()

Calculates the covariance matrix.

stddev

stddev()

Calculates the standard deviation.

log_prob

log_prob(y)

Calculates the log pdf of the multivariate Gaussian.

Parameters:

  • y (Float[Array, ' N']) –

    the value of which to calculate the log probability.

Returns:

  • ScalarFloat –

    The log probability of the value as a scalar array.