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This is a question of numerical precision. Your matrix is symmetric, so it is positive definite if all eigenvalues are positive. Looking at the eigenvalues, however, shows that some of them are very close to zero. Check the Possible Issues section on PositiveDefiniteMatrixQ[]. Then you need to define your table as Table[...{0,3,1/10}] and use N[] with ...


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The biggest issue you are running in to is that you have to recompute the density estimates each time you sample a new point. You need the estimators to be pre-evaluated. data1 = RandomVariate[ MultinormalDistribution[{-1.5, 0}, {{2, 0}, {0, 1}}], {10}]; data2 = RandomVariate[ MultinormalDistribution[{1.5, 0}, {{2, 0}, {0, 1}}], {10}]; I have a ...



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