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https://issues.apache.org/jira/browse/RNG-167?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Alex Herbert resolved RNG-167.
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Fix Version/s: 1.5
Resolution: Implemented
Added in commit:
88608c23a424ce54fb96b51f1d677eeff35c1607
> 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
> Priority: Minor
> Fix For: 1.5
>
>
> 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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