Documentation error: bivariate distribution

Brian Gough bjg@network-theory.co.uk
Wed May 7 21:12:00 GMT 2003


Carsten Svaneborg writes:
 > 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.

Thanks for the bug report.  I have updated the documentation
to the correct formula, as used by the routine itself.

best regards
-- 
Brian Gough

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