GRAN2: Gauss procedure to generate t-distributed random numbers
AbstractGeneration of Student's t pseudo-random numbers using GAUSS (version 3.6 or later), by means of an exact algorithm due to Bailey (1994).
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoSoftware component provided by Tecnológico de Monterrey, Campus Ciudad de México in its series EGAP Computer Code with number 2007-03.
Programming language: GAUSS
Date of creation: Mar 2007
Date of revision:
t distribution; Student's t random numbers; pseudo-random numbers; t variates; GAUSS;
Find related papers by JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Amaranta Arroyo).
If references are entirely missing, you can add them using this form.