dnorm and dmvnorm results not matching
<p>I noticed the substantial difference between the values returned from dmvnorm (mvtnorm package) to dnorm (baseR). Which one is the correct result and why? In case of independent normal random variables, which one should I use?</p>

<pre><code>&gt; mvtnorm::dmvnorm(rep(1,2),rep(0,2), diag(2,2))
[1] 0.04826618
&gt; prod(dnorm(rep(1,2),0,2^2))
[1] 0.009344515
</code></pre>