Computer Methods for Sampling from Student's t Distribution

DOI10.2307/2006133MaRDI QIDQ4160302zbMATH OpenOpenAlexFDO

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

This page was built for publication: Computer Methods for Sampling from Student's t Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4160302)