message: Fixing issue y is the square of Mahalanobis distance actually.
diff: @@ -45,7 +45,7 @@ class MultivariateNormalFullCovariance(mvn_tril.MultivariateNormalTriL):
  The probability density function (pdf) is, with `@` as matrix multiplication,
  ```none
  - pdf(x; loc, covariance_matrix) = exp(-0.5 ||y||**2) / Z,
  + pdf(x; loc, covariance_matrix) = exp(-0.5 y) / Z,
  y = (x - loc)^T @ inv(covariance_matrix) @ (x - loc)
  Z = (2 pi)**(0.5 k) |det(covariance_matrix)|**(0.5).
  ```
  @@ -54,8 +54,7 @@ class MultivariateNormalFullCovariance(mvn_tril.MultivariateNormalTriL):
  * `loc` is a vector in `R^k`,
  * `covariance_matrix` is an `R^{k x k}` symmetric positive definite matrix,
  - * `Z` denotes the normalization constant, and,
  - * `||y||**2` denotes the squared Euclidean norm of `y`.
  + * `Z` denotes the normalization constant.
  Additional leading dimensions (if any) in `loc` and `covariance_matrix` allow
  for batch dimensions.
  