I'm pretty sure Wolfram Mathematica can do what you're looking for. See: https://reference.wolfram.com/language/howto/WorkWithStatisticalDistributions.html ht

I'm pretty sure Wolfram Mathematica can do what you're looking for. See: https://reference.wolfram.com/language/howto/WorkWithStatisticalDistributions.html https://reference.wolfram.com/language/howto/WorkWithStatist... and: https://reference.wolfram.com/language/ref/MultinormalDistribution.html https://reference.wolfram.com/language/ref/MultinormalDistri...