Probability density function for the multivariate normal distribution

Octave source under GPL:

% mu = [40; 60];
% sigma = [100, 30; 30, 140];

isigma = inv(sigma); 
detsigma = det(sigma);
coeff = 1/(2*pi*sqrt(detsigma));
for i=1:100
   for j=1:100
       x = [i;j];
       xm = x - mu;
       p(i,j) = exp(-0.5*xm'*isigma*xm);
   end 
end
p = p*coeff;

gnuplot source under GPL:

set xlabel "X"
set ylabel "Y"
set title "Multivariate Normal Distribution" 0, -5
set ticslevel 0
unset key
set style line 100 lt 5 lw 0.5
set pm3d solid hidden3d 100
set palette defined (0 0 0 1, 1 0.5 0.5 1, 3 1 1 1)
unset surface
set terminal png font "Arial" 16 size 1280, 800
set output "mvnd.png"
splot 'p'

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