Module rgsl::randist::bivariate_gaussian
source · Functions
This function generates a pair of correlated Gaussian variates, with mean zero, correlation coefficient rho and standard deviations sigma_x and sigma_y in the x and y directions.
The probability distribution for bivariate Gaussian random variates is,
This function computes the probability density p(x,y) at (x,y) for a bivariate Gaussian distribution with standard deviations sigma_x, sigma_y and correlation coefficient rho, using the formula given above.