import matplotlib.pyplot as plt
from scipy.stats import multivariate_normal

x = np.linspace(0, 5, 10, endpoint=False)
y = multivariate_normal.pdf(x, mean=2.5, cov=0.5); y
# array([ 0.00108914,  0.01033349,  0.05946514,  0.20755375,  0.43939129,
# 0.56418958,  0.43939129,  0.20755375,  0.05946514,  0.01033349])
fig1 = plt.figure()
ax = fig1.add_subplot(111)
ax.plot(x, y)

# The input quantiles can be any shape of array, as long as the last
# axis labels the components.  This allows us for instance to
# display the frozen pdf for a non-isotropic random variable in 2D as
# follows:

x, y = np.mgrid[-1:1:.01, -1:1:.01]
pos = np.dstack((x, y))
rv = multivariate_normal([0.5, -0.2], [[2.0, 0.3], [0.3, 0.5]])
fig2 = plt.figure()
ax2 = fig2.add_subplot(111)
ax2.contourf(x, y, rv.pdf(pos))