Polar Generation of Random Variates with the t-Distribution

DOI10.2307/2153537MaRDI QIDQ4292063zbMATH OpenOpenAlexWikidataFDO

Authors Ralph W. Bailey

Publication date 2 February 1995

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2153537

zbMATH Keywords

``polar method``polar normal generatorpolar generation of random variatesStudent's \(t\)-distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Random number generation in numerical analysis (65C10)

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(11)

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• Complexity Questions in Non-Uniform Random Variate Generation
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• A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback
• \(t\)-Copula generation for control variates
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