Jump to content
Main menu
Main menu
move to sidebar
hide
Navigation
Main page
Recent changes
Random page
Help about MediaWiki
Special pages
Niidae Wiki
Search
Search
Appearance
Create account
Log in
Personal tools
Create account
Log in
Pages for logged out editors
learn more
Contributions
Talk
Editing
Student's t-distribution
(section)
Page
Discussion
English
Read
Edit
View history
Tools
Tools
move to sidebar
hide
Actions
Read
Edit
View history
General
What links here
Related changes
Page information
Appearance
move to sidebar
hide
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
==Computational methods== ===Monte Carlo sampling=== There are various approaches to constructing random samples from the Student's {{mvar|t}} distribution. The matter depends on whether the samples are required on a stand-alone basis, or are to be constructed by application of a [[quantile function]] to [[uniform]] samples; e.g., in the multi-dimensional applications basis of [[Copula (statistics)|copula-dependency]].{{citation needed|date=July 2011}} In the case of stand-alone sampling, an extension of the [[Box–Muller method]] and its [[Box–Muller transform#Polar form|polar form]] is easily deployed.<ref name=Bailey>{{Cite journal |vauthors=Bailey RW |date=1994 |title=Polar generation of random variates with the {{mvar|t}} distribution |journal=[[Mathematics of Computation]] |volume=62 |issue=206 |pages=779–781 |doi=10.2307/2153537 |jstor=2153537 |bibcode=1994MaCom..62..779B |s2cid=120459654 }}</ref> It has the merit that it applies equally well to all real positive [[degrees of freedom (statistics)|degrees of freedom]], {{mvar|ν}}, while many other candidate methods fail if {{mvar|ν}} is close to zero.<ref name=Bailey/>
Summary:
Please note that all contributions to Niidae Wiki may be edited, altered, or removed by other contributors. If you do not want your writing to be edited mercilessly, then do not submit it here.
You are also promising us that you wrote this yourself, or copied it from a public domain or similar free resource (see
Encyclopedia:Copyrights
for details).
Do not submit copyrighted work without permission!
Cancel
Editing help
(opens in new window)
Search
Search
Editing
Student's t-distribution
(section)
Add topic