Bivariate Normal RV
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
stream Num
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