Lets say I have this random variables
normal_dist = tfd.MultivariateNormalDiag(loc=[-1, 0, 1])
normal_dist
Here we have 3 random variables (like 3 dice rolled simultaneously) So I we can think of it as independent (correct me if i am wrong plz)
Now if I do
normal_dist.prob([0.5, 0.2, 0.3])
This gives only one output, unlike batch where we have 3 distinct probabilities. So can we say it calculating the probability like
P(0.5) * P(0.2) * P(0.3)?