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The generation of student's t random variables

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  • Sneek, K.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

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  • Sneek, K., 1989. "The generation of student's t random variables," Serie Research Memoranda 0080, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1989-80
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19890080.pdf
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    References listed on IDEAS

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    1. Hall, A D & McAleer, Michael, 1989. "A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 95-106, January.
    2. A. C. Atkinson & J. Whittaker, 1979. "The Generation of Beta Random Variables with One Parameter Greater than and One Parameter Less than 1," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 28(1), pages 90-93, March.
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