brede_pdf_gauss

 brede_pdf_gauss      - Gaussian probability density

      p = brede_pdf_gauss(X, my, Sigma2)

      Input:  X        value
              my       Mean of Gaussian
              Sigma2   Variance of Gaussian
 
      Output: p        Probability density    

      Probability density function for the multivariate Gaussian
      distribution.  

      Example:
        % Univariate
        x = (-5:0.01:5)';
        p = brede_pdf_gauss(x, 1, 2);
        figure, plot(x, p);

      See also BREDE, BREDE_PDF_BIN, BREDE_PDF_T, BREDE_CDF_GAUSS,
               BREDE_IDF_GAUSS.

 $Id: brede_pdf_gauss.m,v 1.1 2004/10/12 11:25:19 fnielsen Exp $