NAG Library Function Document
nag_rngs_students_t (g05lbc) generates a vector of pseudorandom numbers taken from a Student's -distribution with degrees of freedom.
||nag_rngs_students_t (Integer df,
The distribution has PDF (probability density function)
nag_rngs_students_t (g05lbc) calculates the values
are generated by nag_rngs_normal (g05lac)
from a Normal distribution with mean
, and the
are generated by nag_rngs_gamma (g05lfc)
from a gamma distribution with parameters
(i.e., from a
degrees of freedom).
One of the initialization functions nag_rngs_init_repeatable (g05kbc)
(for a repeatable sequence if computed sequentially) or nag_rngs_init_nonrepeatable (g05kcc)
(for a non-repeatable sequence) must be called prior to the first call to nag_rngs_students_t (g05lbc).
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
df – IntegerInput
On entry: , the number of degrees of freedom of the distribution.
n – IntegerInput
On entry: , the number of pseudorandom numbers to be generated.
x[n] – doubleOutput
On exit: the pseudorandom numbers from the specified Student's -distribution.
igen – IntegerInput
: must contain the identification number for the generator to be used to return a pseudorandom number and should remain unchanged following initialization by a prior call to nag_rngs_init_repeatable (g05kbc)
or nag_rngs_init_nonrepeatable (g05kcc)
iseed – IntegerCommunication Array
On entry: contains values which define the current state of the selected generator.
On exit: contains updated values defining the new state of the selected generator.
fail – NagError *Input/Output
The NAG error argument (see Section 3.6
in the Essential Introduction).
6 Error Indicators and Warnings
On entry, argument had an illegal value.
On entry, .
On entry, .
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG
The time taken by nag_rngs_students_t (g05lbc) increases with .
This example prints five pseudorandom numbers from a Student's
-distribution with five degrees of freedom, generated by a single call to nag_rngs_students_t (g05lbc), after initialization by nag_rngs_init_repeatable (g05kbc)
9.1 Program Text
Program Text (g05lbce.c)
9.2 Program Data
9.3 Program Results
Program Results (g05lbce.r)