Date: Fri, 4 Sep 2009 18:21:31 -0500
Reply-To: OR Stats <stats112@GMAIL.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: OR Stats <stats112@GMAIL.COM>
Subject: Simulate t variables (gttir)
Content-Type: text/plain; charset=ISO-8859-1
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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