```Date: Sat, 5 Sep 2009 05:33:52 -0500 Reply-To: "Data _null_;" Sender: "SAS(r) Discussion" From: "Data _null_;" Subject: Re: Simulate t variables (gttir) Comments: To: OR Stats In-Reply-To: Content-Type: text/plain; charset=ISO-8859-1 Well DATA _NULL_, once again I see you have restated the obvious. It seems that the OP and the other knowledgeable helpful poster know all about the RAND function. On 9/4/09, Data _null_; wrote: > Would RAND work? > > RAND Function > Generates random numbers from a specified distribution > > 230 data _null_; > 231 do rep=1 to 10; > 232 x=rand('T',4); > 233 put x=;; > 234 end; > 235 run; > > x=0.0484676897 > x=0.3030507911 > x=-0.294910323 > x=1.4615056019 > x=-0.15208295 > x=0.6815017601 > x=-0.18924352 > x=-1.1911568 > x=-0.252726361 > x=0.1148610137 > > > On 9/4/09, OR Stats wrote: > > Hello Listserve: > > > > Has anyone implemented the fast algorithm for generating deviates from the > > student's t family in SAS? The author wrote the GNU library > > > > gttir() > > http://books.google.com/books?id=O0YoPJNWZbcC&pg=PA313&lpg=PA313&dq=GTTIR+MONAHAN&source=bl&ots=qmxzHzN8tz&sig=5JgsqjmH0f3QaufwU65kbjK-8i4&hl=en&ei=OJ-hSsCmFtDfnAec6tiqBQ&sa=X&oi=book_result&ct=result&resnum=3#v=onepage&q=GTTIR%20MONAHAN&f=false > > > > The algorithm is suppose to generate the variables to use for > > Acceptance-Rejection for goodness of fit test for student's t. My question > > is, for those of you who have coded this same algorithm in SAS, how many > > random # (from 0 to 1) did you use? > > > ```

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