BivariateNormalRV

constructor(mean1: Double = 0.0, v1: Double = 1.0, mean2: Double = 0.0, v2: Double = 1.0, corr: Double = 0.0, streamNum: Int, name: String?)

Constructs a bi-variate normal with the provided parameters

Parameters

mean1

mean of first coordinate

v1

variance of first coordinate

mean2

mean of 2nd coordinate

v2

variance of 2nd coordinate

corr

correlation between X1 and X2

streamNum

the stream number

name

an optional name


constructor(mean1: Double = 0.0, v1: Double = 1.0, mean2: Double = 0.0, v2: Double = 1.0, corr: Double = 0.0, stream: RNStreamIfc = KSLRandom.nextRNStream(), name: String? = null)

Parameters

mean1

mean of first coordinate

v1

variance of first coordinate

mean2

mean of 2nd coordinate

v2

variance of 2nd coordinate

corr

correlation between X1 and X2

stream

the RNStreamIfc

name

an optional name