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GRAN2: Gauss procedure to generate t-distributed random numbers

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Author Info
Urzúa, Carlos M. () (Tecnológico de Monterrey, Campus Ciudad de México)

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Abstract

Generation of Student's t pseudo-random numbers using GAUSS (version 3.6 or later), by means of an exact algorithm due to Bailey (1994).

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File URL: http://alejandria.ccm.itesm.mx/egap/documentos/CC-2007-03.src
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Publisher Info
Software component provided by Tecnológico de Monterrey, Campus Ciudad de México in its series EGAP Computer Code with number 2007-03.

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Programming language: GAUSS
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Date of creation: Mar 2007
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Handle: RePEc:ega:comcod:200703

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Web page: http://www.ccm.itesm.mx/egap/
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Related research
Keywords: t distribution; Student's t random numbers; pseudorandom numbers; t variates; GAUSS;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Econometric and Statistical Methods; Specific Distributions
C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

Statistics
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This page was last updated on 2009-12-5.

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