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GRAN2: Gauss procedure to generate t-distributed random numbers

Carlos 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; pseudo-random 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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