# draw.t: Generates variates from standard t distribution In UnivRNG: Univariate Pseudo-Random Number Generation

## Description

This function implements pseudo-random number generation for a standard-t distribution with pdf

f(x|ν)=\frac{Γ(\frac{ν+1}{2})}{Γ(\frac{ν}{2})√{νπ}}(1+\frac{x^2}{ν})^{-(ν+1)/2}

for -∞ < x < ∞ where ν is the degrees of freedom.

## Usage

 1 draw.t(nrep,dof) 

## Arguments

 nrep Number of data points to generate. dof Degrees of freedom of the desired 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.

## References

Bailey, R. W. (1994). Polar generation of random variates with the t-distribution. Mathematics of Computation, 62, 779-781.

## Examples

 1 2 3 draw.t(nrep=100000,dof=2) draw.t(nrep=100000,dof=6) 

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