@Test
public void testApply() {

    MultivariateGaussianDistribution distribution = new MultivariateGaussianDistribution(
        VectorUtils.of(1, 2),
        new DenseMatrix(new double[][] {new double[] {1, -0.5}, new double[] {-0.5, 1}})
    );
    Assert.assertEquals(0.183, distribution.prob(VectorUtils.of(1, 2)), 0.01);
    Assert.assertEquals(0.094, distribution.prob(VectorUtils.of(0, 2)), 0.01);
}