How to model anomaly data using Gaussian distribution assuming variables are dependent? (In Python) I have some data which contains anomalies as well.

I want to model data using Gaussian distribution assuming variables are dependent in Python.

How can I model this? Should I use the PDF formula as a function, figure out the probabilities and take out the accuracy?

Note: This has been given as an assignment in my college. I am trying to figure out the solution.
If you assume variables are dependent, in a Gaussian distribution this means the covariance matrix is not diagonal.