/// <summary>
        ///   Gets the complementary cumulative distribution function
        ///   (ccdf) for this distribution evaluated at point <c>x</c>.
        ///   This function is also known as the Survival function.
        /// </summary>
        ///
        /// <remarks>
        ///   The Complementary Cumulative Distribution Function (CCDF) is
        ///   the complement of the Cumulative Distribution Function, or 1
        ///   minus the CDF.
        /// </remarks>
        ///
        public override double ComplementaryDistributionFunction(params double[] x)
        {
            if (Dimension == 1)
            {
                double stdDev = Math.Sqrt(Covariance[0, 0]);
                double z      = (x[0] - mean[0]) / stdDev;

                if (stdDev == 0)
                {
                    return((x[0] == mean[0]) ? 0 : 1);
                }

                return(Normal.Complemented(z));
            }

            if (Dimension == 2)
            {
                double sigma1 = Math.Sqrt(Covariance[0, 0]);
                double sigma2 = Math.Sqrt(Covariance[1, 1]);
                double rho    = Covariance[0, 1] / (sigma1 * sigma2);

                if (Double.IsNaN(rho))
                {
                    return((x.IsEqual(mean)) ? 0 : 1);
                }

                double z = (x[0] - mean[0]) / sigma1;
                double w = (x[1] - mean[1]) / sigma2;
                return(Normal.BivariateComplemented(z, w, rho));
            }

            throw new NotSupportedException("The cumulative distribution "
                                            + "function is only available for up to two dimensions.");
        }