Normalizes the distribution. In case of a Gaussian Distribution the
        distribution is always normalized, therefore this method doesn't do
        anything and has been implemented only for a consistent API across
        distributions.

def normalize(self, inplace=True):
        """
        Normalizes the distribution. In case of a Gaussian Distribution the
        distribution is always normalized, therefore this method doesn't do
        anything and has been implemented only for a consistent API across
        distributions.
        """
        phi = self if inplace else self.copy()

        # The pdf of a Joint Gaussian distrinution is always
        # normalized. Hence, no changes.
        if not inplace:
            return phi