Documentation error: bivariate distribution

[Carsten Svaneborg <svanebor at mpip-mainz dot mpg dot de>]

Hi!

The documentation states that the bivariate distribution is
(besides normalization constant)

\exp (-(x^2 + y^2 - 2 \rho x y)/2\sigma_x^2\sigma_y^2 (1-\rho^2))

I don't know what the matematical definition of a bivariate
distribution is, but for dimensional and symmetry reasons
this expression is clearly wrong.

However, the gsl_ran_bivariate_gaussian, does calculate
pairs of numbers that fullfill sigma_x = <x*x>,
sigma_y = <y*y> and <x*y> = rho*sqrt(<xx><yy>) as
desired.

I would suggest rewriting that the distribution is
N \exp( - (a x^2 + by^2 - 2 c xy) )
where a,b,c are determined to produce the desired
moments above.

-- 
  Mvh. Carsten Svaneborg
  Max Planck Institute for Polymer Science, Mainz, Germany