public void ConstructorTest()
{
double[] mean = { 1, -1 };
double[,] covariance =
{
{ 2, 1 },
{ 1, 3 }
};
MultivariateNormalDistribution target = new MultivariateNormalDistribution(mean, covariance);
Assert.AreEqual(covariance, target.Covariance);
Assert.AreEqual(mean, target.Mean);
Assert.AreEqual(2, target.Variance.Length);
Assert.AreEqual(2, target.Variance[0]);
Assert.AreEqual(3, target.Variance[1]);
Assert.AreEqual(2, target.Dimension);
}