NOTE: MVSamples.weights is only supported with scipy version 1.2+
Treatment under-the-hood:
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MVSamples.sample, MVSamples.calculate_means, MVSamples.calculate_covariances act directly on the stored array in MVSamples.samples, unless MVSamples.weights are provided, in which case will act on a drawn sample from MVSamples.sample (with the exception of MVSamples.mean which calls numpy.average under-the-hood and passes MVSamples.samples and MVSamples.weights).
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all other methods requiring a probability to be computed (MVSamples.pdf etc) rely on a KDE with MVSamples.samples, MVSamples.weights, and MVSamples.bw_method. See https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.gaussian_kde.html