@Test
public void testRadius() {

    MultiNormal gen = new MultiNormal(0.1, new DenseVector(10));
    OnlineSummarizer s = new OnlineSummarizer();
    for (int i = 0; i < 10000; i++) {
        double x = gen.sample().norm(2) / Math.sqrt(10);
        s.add(x);
    }
    assertEquals(0.1, s.getMean(), 0.01);
}