Computer methods for sampling from Student’s $t$ distribution
نویسندگان
چکیده
منابع مشابه
Computer Methods for Sampling From Student ' s / Distribution
Several new algorithms for generating deviates from the t family for the degrees of freedom parameter > 1 are presented. Both acceptance-rejection and probability mixing procedures are developed. The new algorithms outperform traditional methods for generating deviates from the t family. Recommendations are made concerning choosing an algorithm suited to its application.
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1977
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-1977-0443294-4