English, Article, Journal or magazine article edition: Generating random variables from the N/I distributions Peter A. Lachenbruch

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Bookmark: http://trove.nla.gov.au/version/72908
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Generating random variables from the N/​I distributions
Author
  • Peter A. Lachenbruch
Physical Description
  • preprint
Notes
  • The N/​I distributions are the ratio of a normal distribution to an independent distribuiton. They include the normal, Cauchy, t, slash for various cases of the denominator distribution. The author has developed a program that will generate these distributions for use in simulations. Additionally, mixtures are allowed and one can obtain the distribuiton of the inverse of the I distribution by setting the numerator normal to have mean 1 and standard deviation 0. These were originally developed for the Robust Estimation study of Andrews, et al (1972)
  • RePEc:boc:asug04:2
Language
  • English
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