JuliaStats/Distributions.jl — pull request #263 by anj1 (2014-07-22 04:14:24+00:00)
Title: Use square root of variance when creating instance of Normal

For `NormalGamma` and `NormalInverseGamma`, the current `rand()` code initializes an instance of Normal using the variance instead of standard deviation. This gives an incorrect `mu` variate. This pull request fixes this issue.