function t = tdis_rnd (n,df) % PURPOSE: returns random draws from the t(n) distribution %--------------------------------------------------- % USAGE: rnd = tdis_rnd(n,df) % where: n = size of vector % df = a scalar dof parameter % NOTE: mean=0, std=1 %--------------------------------------------------- % RETURNS: % a vector of random draws from the t(n) distribution % -------------------------------------------------- % SEE ALSO: tdis_cdf, tdis_rnd, tdis_pdf, tdis_prb %--------------------------------------------------- % written by: % James P. LeSage, Dept of Economics % University of Toledo % 2801 W. Bancroft St, % Toledo, OH 43606 % jpl@jpl.econ.utoledo.edu if nargin ~= 2 error('Wrong # of arguments to tdis_rnd'); end; if is_scalar(df) if (df<=0) error('tdis_rnd dof is wrong'); end z = randn(n,1); x = chis_rnd(n,df); t = (z*sqrt(df))./sqrt(x); else error('tdis_rnd: df must be a scalar'); end;