'return a normalized distribution where sigma=corr
if demeaned is True, then mean will be set to zero'

def normalized(self, demeaned=True):

    if demeaned:
        mean_new = np.zeros_like(self.mean)
    else:
        mean_new = (self.mean / self.std_sigma)
    sigma_new = self.corr
    args = [getattr(self, ea) for ea in self.extra_args]
    return self.__class__(mean_new, sigma_new, *args)
