import numpy as np
from scipy.stats import multivariate_normal
mean = np.mean(z, axis=0)
cov = np.cov(z, rowvar=0)

g = multivariate_normal(mean=mean, cov=cov)

# put a random sample of z through the pdf
# to check the probability of the sample occurring
print(g.pdf(z[np.random.randint(z.shape[0]),:]))
>>> 0.0