title: `scipy.stats.multivariate_normal.pdf(...)` produce a value outside of [0,1] unexpectedly
body: <pre><code>import scipy.stats
  means = [2,2]
  covariance = [[0.0020, 0.0008],
                [0.0008, 0.0020]]
  scipy.stats.multivariate_normal(means, covaraince).pdf([2,2])
  &gt; 86.82613975535709
  </code></pre>
  
  <p>Two questions about the above code:</p>
  
  <ul>
  <li><p>In the <a href="https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.multivariate_normal.html#scipy.stats.multivariate_normal" rel="nofollow noreferrer">documentation</a> the pdf function allows you to (re?) define the mean and covariance. I don't understand that, the mean and covariance was defined in <code>multivariate_normal(...)</code> already. Why re-define it in the pdf function?</p>
  
  <p><a href="https://i.stack.imgur.com/2kvdzm.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/2kvdzm.png" alt="enter image description here"></a></p></li>
  <li><p>Second, the result of the call to <code>pdf([2,2])</code> is well over 1, but a PDF must produce a result in the range <code>[0,1]</code>. I must misunderstand something here.</p></li>
  </ul>