public void ProbabilityDensityFunctionTest3()
{
double[] mean = new double[3];
double[,] covariance = Matrix.Identity(3);
var target = new MultivariateNormalDistribution(mean, covariance);
double[] x = { 1.2, -0.8 };
bool thrown = false;
try
{
target.ProbabilityDensityFunction(x);
}
catch (DimensionMismatchException)
{
thrown = true;
}
Assert.IsTrue(thrown);
}