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<title>The Bivariate Gaussian Distribution - GNU Scientific Library -- Reference Manual</title>
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<a name="The-Bivariate-Gaussian-Distribution"></a>
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Next: <a rel="next" accesskey="n" href="The-Exponential-Distribution.html">The Exponential Distribution</a>,
Previous: <a rel="previous" accesskey="p" href="The-Gaussian-Tail-Distribution.html">The Gaussian Tail Distribution</a>,
Up: <a rel="up" accesskey="u" href="Random-Number-Distributions.html">Random Number Distributions</a>
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<h3 class="section">20.4 The Bivariate Gaussian Distribution</h3>
<div class="defun">
— Function: void <b>gsl_ran_bivariate_gaussian</b> (<var>const gsl_rng * r, double sigma_x, double sigma_y, double rho, double * x, double * y</var>)<var><a name="index-gsl_005fran_005fbivariate_005fgaussian-1711"></a></var><br>
<blockquote><p><a name="index-Bivariate-Gaussian-distribution-1712"></a><a name="index-two-dimensional-Gaussian-distribution-1713"></a><a name="index-Gaussian-distribution_002c-bivariate-1714"></a>This function generates a pair of correlated Gaussian variates, with
mean zero, correlation coefficient <var>rho</var> and standard deviations
<var>sigma_x</var> and <var>sigma_y</var> in the x and y directions.
The probability distribution for bivariate Gaussian random variates is,
for x,y in the range -\infty to +\infty. The
correlation coefficient <var>rho</var> should lie between 1 and
-1.
</p></blockquote></div>
<div class="defun">
— Function: double <b>gsl_ran_bivariate_gaussian_pdf</b> (<var>double x, double y, double sigma_x, double sigma_y, double rho</var>)<var><a name="index-gsl_005fran_005fbivariate_005fgaussian_005fpdf-1715"></a></var><br>
<blockquote><p>This function computes the probability density p(x,y) at
(<var>x</var>,<var>y</var>) for a bivariate Gaussian distribution with standard
deviations <var>sigma_x</var>, <var>sigma_y</var> and correlation coefficient
<var>rho</var>, using the formula given above.
</p></blockquote></div>
<pre class="sp">
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