Function rgsl::randist::bivariate_gaussian::gaussian_tail_pdf

pub fn gaussian_tail_pdf(
    x: f64,
    y: f64,
    sigma_x: f64,
    sigma_y: f64,
    rho: f64
) -> f64

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.