probability or statistics – Symbolic multivariate distribution

You must provide Mathematica with the structure of your variables:

(* dimension of the distribution *)
n = 2;

PDF[
 MultinormalDistribution[
  Array[Subscript[m, ##] &, not],
Board[Subscript[S, Sequence @@ Sort@{##}] &, {n, n}]],
Board[Subscript[x, ##] &, not]]

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We use Board construct variables of the form Index[var,i,j,…] (Of course you can use any other more convenient form). Note that S is explicitly made symmetric by sorting the indices. The code works without it, but in this way, there are no "false" settings.