GRAN2: Gauss procedure to generate t-distributed random numbers

Carlos M. Urzúa ()

EGAP Computer Code from Tecnológico de Monterrey, Campus Ciudad de México

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).

Language: GAUSS
Keywords: t distribution; Student's t random numbers; pseudorandom numbers; t variates; GAUSS (search for similar items in EconPapers)
JEL-codes: C15 C16 C87 (search for similar items in EconPapers)
Date: 2007-03

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http://alejandria.ccm.itesm.mx/egap/documentos/CC-2007-03.src (text/plain)

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