t2 (Student's t with 2 degrees of freedom) Random Variate



Student's t Distribution with 2 Degrees of Freedom Random Variate

The primary purpose of the t2_variate_inversion is for generating a random variable with a different distribution using the rejection method from a Student's t distribution with 2 degrees of freedom. The advantage of this distribution is that it is symmetric about the origin and is readily inverted: If U is uniform(0,1), then X = 2½ [ (U - ½) / (U - U²)½ has a Student's t distribution with 2 degrees of freedom.

Function List

  • double t2_Variate_Inversion( void )

    This function returns X where X is a random variate distributed according to the Student's t distribution with two degrees of freedom.

Source Code

C source code is available for this routine: