I was corrected off-forum for my mistake below regarding the distribution of U: I should have said that it is chi-squared with k degrees of freedom, not standard normal. Thanks for the correction.
On Sun, 10 Aug 2008, Brian Schott wrote: + T_k = Z/sqrt(U/k) where Z is standard normal + (normalrand) and U is a statistically independent uniform + (?0) , I believe. So, isn't this the way to generate a + student's t? + ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
