


y = mvnpdf(x,mu,Sigma)
Compute multivariate normal pdf for x given mean mu and covariance matrix
sigma. The dimension of x is d x p, mu is 1 x p and sigma is p x p.
1/y^2 = (2 pi)^p |\Sigma| exp { (x-\mu)' inv(\Sigma) (x-\mu) }
Ref: NIST Engineering Statistics Handbook 6.5.4.2
http://www.itl.nist.gov/div898/handbook/pmc/section5/pmc542.htm