The distribution has PDF (probability density function)
nag_rand_students_t (g05snc) calculates the values
where the
${y}_{i}$ are generated by
nag_rand_normal (g05skc) with mean
$0$ and variance
$1.0$, and the
${z}_{i}$ are generated by
nag_rand_gamma (g05sjc) with parameters
$\frac{1}{2}\nu $ and
$2$ (i.e., from a
${\chi}^{2}$-distribution with
$\nu $ degrees of freedom).
One of the initialization functions
nag_rand_init_repeatable (g05kfc) (for a repeatable sequence if computed sequentially) or
nag_rand_init_nonrepeatable (g05kgc) (for a non-repeatable sequence) must be called prior to the first call to
nag_rand_students_t (g05snc).
Not applicable.
Please consult the
x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
This example prints five pseudorandom numbers from a Student's
$t$-distribution with five degrees of freedom, generated by a single call to
nag_rand_students_t (g05snc), after initialization by
nag_rand_init_repeatable (g05kfc).
None.