BivariateNormalDistribution

constructor(mean1: Double = 0.0, v1: Double = 1.0, mean2: Double = 0.0, v2: Double = 1.0, corr: Double = 0.0)(source)

Parameters

mean1

mean of the first coordinate

v1

variance of the first coordinate (must be > 0)

mean2

mean of the second coordinate

v2

variance of the second coordinate (must be > 0)

corr

correlation coefficient between the coordinates (must be in -1, 1)