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']) β the value of which to calculate the log probability. Returns: ScalarFloat β The log probability of the value as a scalar array.