Multivariate normal distribution using python scipy stats and integrate nsquad
Let $X_1,cdots, X_n$ be independent normal random variables with means $theta_1,cdots,theta_n$ and unit variances, i.e. $X_i sim N(theta_i,1)$ for $i=1,cdots, n$.
Let $X_1,cdots, X_n$ be independent normal random variables with means $theta_1,cdots,theta_n$ and unit variances, i.e. $X_i sim N(theta_i,1)$ for $i=1,cdots, n$.