public void CovarianceTest()
{
MultivariateContinuousDistribution target = CreateMultivariateContinuousDistribution();
double[,] actual = target.Covariance;
double[,] expected =
{
{ 1.2, 0.1 },
{ 0.1, 2.3 },
};
Assert.IsTrue(expected.IsEqual(actual));
}