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bigauss.c
- From: Nina Kuckländer <nina at agnld dot uni-potsdam dot de>
- To: bjg at network-theory dot co dot uk, gsl-discuss at sources dot redhat dot com
- Date: Tue, 08 Feb 2005 00:58:22 +0100
- Subject: bigauss.c
hello!
i looked through the gsl-source code to see how random distributions were constructed. in
gsl/randist/bigauss.c of gsl-1.6 there is wrong documentation code:
/* The Bivariate Gaussian probability distribution is
p(x,y) dxdy = (1/(2 pi sigma_x sigma_y sqrt(r)))
exp(-(x^2 + y^2 - 2 r x y)/(2c)) dxdy
*/
this is of course
/* The Bivariate Gaussian probability distribution is
p(x,y) dxdy = (1/(2 pi sigma_x sigma_y sqrt(1-r^2)))
exp(-(x^2/\sigma_x^2 + y^2/\sigma_y^2 - 2 r x y/(\sigma_x\sigma_y))/2(1-r^2)) dxdy
*/
greetings from Potsdam, Germany,
Nina
--
Nina Kuckländer
Institut für Physik
Lehrstuhl Nichtlineare Dynamik
Am neuen Palais 10, Haus 19
14469 Potsdam
work: 0331/9771646 *NEU*