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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.