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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

Computer methods for sampling from Student’s $t$ distribution
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by A. J. Kinderman, J. F. Monahan and J. G. Ramage PDF
Math. Comp. 31 (1977), 1009-1018 Request permission

Abstract:

Several new algorithms for generating deviates from the t family for the degrees of freedom parameter $\geqslant 1$ 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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Additional Information
  • © Copyright 1977 American Mathematical Society
  • Journal: Math. Comp. 31 (1977), 1009-1018
  • MSC: Primary 65C10
  • DOI: https://doi.org/10.1090/S0025-5718-1977-0443294-4
  • MathSciNet review: 0443294