Computer methods for sampling from Student's distribution

Authors:
A. J. Kinderman, J. F. Monahan and J. G. Ramage

Journal:
Math. Comp. **31** (1977), 1009-1018

MSC:
Primary 65C10

MathSciNet review:
0443294

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Abstract | References | Similar Articles | Additional Information

Abstract: Several new algorithms for generating deviates from the *t* family for the degrees of freedom parameter 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

DOI:
http://dx.doi.org/10.1090/S0025-5718-1977-0443294-4

Keywords:
Random number generator,
Student's *t* distribution

Article copyright:
© Copyright 1977
American Mathematical Society