'return a normalized distribution where sigma=corr
second implementation for testing affine transformation'

def normalized2(self, demeaned=True):

    if demeaned:
        shift = (- self.mean)
    else:
        shift = (self.mean * ((1.0 / self.std_sigma) - 1.0))
    return self.affine_transformed(shift, np.diag((1.0 / self.std_sigma)))
