Bivariate Gaussian Distribution: Generate a pair of correlated Gaussian variates.
[x,y] = bigaussian(mx,my,sx,sy,rho)
output
mean in the x direction.
mean in the y direction.
standard deviation in the x direction.
standard deviation in the y direction.
It is the correlation coefficient and lies in between -1 and +1.
This function generates a pair of correlated Gaussian variates, with mean mx and my, correlation coefficient rho and standard deviations sx and sy in the x and y directions.