A simple generator for the <Emphasis Type="Italic">t</Emphasis> distribution |
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| Authors: | W Hörmann |
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| Affiliation: | (1) Department of Industrial Engineering, Bogazici University, Bebek, 34342 Istanbul, Turkey |
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| Abstract: | Summary A new algorithm for generating random variates from the t distribution is presented. It is based on a generalization of the ratio of uniforms method for the Cauchy distribution. It
is simple, short and uniformly fast for all degrees of freedom.
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| Keywords: | nonuniform random variate generation t distribution |
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