draw.noncentral.t: Generates variates from doubly non-central t distribution

In UnivRNG: Univariate Pseudo-Random Number Generation

Description

This function implements pseudo-random number generation for a non-central t distribution

\frac{Y}{√{U/ν}}

where U is a central chi-square random variable with ν degrees of freedom and Y is an independent, normally distributed random variable with variance 1 and mean λ.

Usage

draw.noncentral.t(nrep,nu,lambda)

Arguments

nrep	Number of data points to generate.
nu	Degrees of freedom of the desired non-central t distribution.
lambda	Non-centrality parameter of the desired non-central t distribution.

Value

A list of length five containing generated data, the theoretical mean, the empirical mean, the theoretical variance, and the empirical variance with names y, theo.mean, emp.mean, theo.var, and emp.var, respectively.

Examples

draw.noncentral.t(nrep=100000,nu=4,lambda=2)

draw.noncentral.t(nrep=100000,nu=5,lambda=1)

UnivRNG documentation built on Jan. 11, 2018, 1:03 a.m.