I also meet the same problem....Have you solved this?thanks!

yes I have solve this problem.
run jupyter notebook type %run setup.py build
%run setup.py install
then you can open and run the notes

step1: cd PRML-master
step2: python setup.py build
step3: python setup.py install

step4: cd notebooks
step5: ipython notebook ch02_Probability_Distributions.ipynb
it still report error:
ImportError: No module named 'prml'

yes I have solve this problem.
run jupyter notebook type %run setup.py build
%run setup.py install
then you can open and run the notes

how to run jupyter notebook concretely?Thanks

must upper python3.6

Alternatively, you could add the following into a code block at the beginning of the notebook.

import sys
if "../" not in sys.path:
    sys.path.append("../")

clone the repository on you terminal commad of you IDE , run the following code
git clone https://github.com/ctgk/PRML
if you want to work online check out the link https://colab.research.google.com/drive/1OtBevAIJZsm-kZOjS_G-z7Czc3T6xHYe#scrollTo=U-pTAGoXla5e

Alternatively, you could add the following into a code block at the beginning of the notebook.

import sys
if "../" not in sys.path:
    sys.path.append("../")

problem solved!thank you!