Lonnie, I'd suggest finding a copy of the book "Multivariate Statistical Simulation" by Mark E. Johnson (Wiley, 1987). On page 118, Johnson describes how to generate a variate from the general multivariate t distribution (of which the multivariate Cauchy is a special case).
Hope this helps, Chris Mecklin At 11:35 PM 10/18/2001 -0500, Lonnie Hamm wrote: >How would I generate an n-dimensional cauchy random number. I know I can't >just call the univariate routine n times. Methods or downloadable routines >would be appreciated. > >Lonnie Hamm > > > > >================================================================= >Instructions for joining and leaving this list and remarks about >the problem of INAPPROPRIATE MESSAGES are available at > http://jse.stat.ncsu.edu/ >================================================================= Christopher J. Mecklin, PhD Assistant Professor Department of Mathematics and Statistics Murray State University Murray, KY 42071 Phone: 270 762-5437 Fax: 270 762-2314 http://campus.murraystate.edu/academic/faculty/chris.mecklin/index.htm ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
