[Bug-gsl] bigauss.c

[Nina Kuckländer]

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*