`make-normal-pdf:`procedureCreates a new normal PDF object with the specified dimension, expectation, and covariance. If the dimension

`S`is 1, then the expectation`MU`and the covariance`SIGMA`must be scalars; otherwise, they must be SRFI-4`f64`vectors. In the latter case,`MU`must be a vector of size`S`, and`SIGMA`must be a matrix of size`S x S`.