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
References: Add references at CitEc
Citations:

Downloads: (external link)
http://alejandria.ccm.itesm.mx/egap/documentos/CC-2007-03.txt (text/plain)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to alejandria.ccm.itesm.mx:80 (No such host is known. )

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ega:comcod:200703

Access Statistics for this software item

More software in EGAP Computer Code from Tecnológico de Monterrey, Campus Ciudad de México Contact information at EDIRC.
Bibliographic data for series maintained by Amaranta Arroyo ( this e-mail address is bad, please contact ).