Computer Methods for Sampling from Student's t Distribution

DOI10.2307/2006133zbMATH Open0382.65003OpenAlexW4234868118MaRDI QIDQ4160302FDOQ4160302

Authors: A. J. Kindermann, John F. Monahan, John G. Ramage 

Publication date: 1977

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

Full work available at URL: https://doi.org/10.2307/2006133

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Cited In (5)

• Generating the maximum of independent identically distributed random variables
• New methods for generating Student's t and gamma variables
• On the computer generation of random convex hulls
• Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration
• An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables

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