UnivRNG (version 1.2.3)

draw.noncentral.t: Generates variates from doubly non-central t distribution

Description

This function implements pseudo-random number generation for a non-central \(t\) distribution

$$\frac{Y}{\sqrt{U/\nu}}$$

where \(U\) is a central chi-square random variable with \(\nu\) degrees of freedom and \(Y\) is an independent, normally distributed random variable with variance 1 and mean \(\lambda\).

Usage

draw.noncentral.t(nrep,nu,lambda)

Arguments

nrep

Number of data points to generate.

nu

Degrees of freedom of the desired non-central t distribution.

lambda

Non-centrality parameter of the desired non-central t distribution.

Value

A list of length five containing generated data, the theoretical mean, the empirical mean, the theoretical variance, and the empirical variance with names y, theo.mean, emp.mean, theo.var, and emp.var, respectively.

Examples

# NOT RUN {
draw.noncentral.t(nrep=100000,nu=4,lambda=2)

draw.noncentral.t(nrep=100000,nu=5,lambda=1)
# }