Normal Distribution: fix Variance property setter

The variance setter was passing the variance as standard distribution,
instead of its square root. Reported by Peter126 at Codeplex.

src/Numerics/Distributions/Continuous/Normal.cs

@@ -230,7 +230,7 @@ namespace MathNet.Numerics.Distributions
 
             set
             {
-                SetParameters(_mean, value);
+                SetParameters(_mean, Math.Sqrt(value));
             }
         }
 

src/UnitTests/DistributionTests/Continuous/NormalTests.cs

@@ -193,10 +193,12 @@ namespace MathNet.Numerics.UnitTests.DistributionTests.Continuous
         [TestCase(Double.PositiveInfinity)]
         public void CanSetVariance(double var)
         {
-            new Normal
+            var dist = new Normal
             {
                 Variance = var
             };
+
+            Assert.AreEqual(var, dist.Variance, 1e-14);
         }
 
         /// <summary>
@@ -221,10 +223,12 @@ namespace MathNet.Numerics.UnitTests.DistributionTests.Continuous
         [TestCase(Double.PositiveInfinity)]
         public void CanSetStdDev(double sdev)
         {
-            new Normal
+            var dist = new Normal
             {
                 StdDev = sdev
             };
+
+            Assert.AreEqual(sdev, dist.StdDev, 1e-14);
         }
 
         /// <summary>