Computer Methods for Sampling from Student's t Distribution
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Publication:4160302
DOI10.2307/2006133zbMath0382.65003OpenAlexW4234868118MaRDI QIDQ4160302
John F. Monahan, John G. Ramage, A. J. Kindermann
Publication date: 1977
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2006133
Monte Carlo methods (65C05) Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)
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