Alex Herbert created RNG-167:
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Summary: Sampling from a T-distribution
Key: RNG-167
URL: https://issues.apache.org/jira/browse/RNG-167
Project: Commons RNG
Issue Type: New Feature
Components: sampling
Affects Versions: 1.4
Reporter: Alex Herbert
The Box-Muller method for sampling from a Normal distribution can be extended
to the T-distribution.
[https://en.wikipedia.org/wiki/Student%27s_t-distribution#Monte_Carlo_sampling|http://example.com/]
{noformat}
Bailey RW (1994). "Polar Generation of Random Variates with the
t-Distribution". Math. Comput. 62 (206): 779–781.{noformat}
[https://doi.org/10.2307%2F2153537]
The sampler can be used within Commons Statistics for the T-distribution
implementation.
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