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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