docstr: Tests that the default value of the covariance matrix is identity.
docstr_tok: ["Tests","that","the","default","value","of","the","covariance","matrix","is","identity","."]
code: def test_covariance_default(self):
      """Tests that the default value of the covariance matrix is identity."""
      mean = np.array([[1.0, 0.1], [0.1, 1.0]])
      sample = self.evaluate(
          tff_rnd.mv_normal_sample([10000], mean=mean)
      )
  
      np.testing.assert_array_equal(sample.shape, [10000, 2, 2])
      np.testing.assert_array_almost_equal(
          np.mean(sample, axis=0), mean, decimal=1
      )
      np.testing.assert_array_almost_equal(
          np.cov(sample[:, 0, :], rowvar=False), np.eye(2), decimal=1
      )
      np.testing.assert_array_almost_equal(
          np.cov(sample[:, 1, :], rowvar=False), np.eye(2), decimal=1
      )
  
imports: from absl.testing import parameterized
  import numpy
  import tensorflow.compat.v2
  import tf_quant_finance
  from tensorflow.python.framework import test_util
label_desc: Use image node_id 3 for calling the RandomTest obj's underlying member method code with example usage: obj.test_covariance_default() without return types