g05sn Method
関数リスト一覧   NagLibrary Namespaceへ  ライブラリイントロダクション  本ヘルプドキュメントのchm形式版

g05sn generates a vector of pseudorandom numbers taken from a Student's t-distribution with ν degrees of freedom.

Syntax

C#
public static void g05sn(
	int n,
	int df,
	G05..::.G05State g05state,
	double[] x,
	out int ifail
)
Visual Basic (Declaration)
Public Shared Sub g05sn ( _
	n As Integer, _
	df As Integer, _
	g05state As G05..::.G05State, _
	x As Double(), _
	<OutAttribute> ByRef ifail As Integer _
)
Visual C++
public:
static void g05sn(
	int n, 
	int df, 
	G05..::.G05State^ g05state, 
	array<double>^ x, 
	[OutAttribute] int% ifail
)
F#
static member g05sn : 
        n:int * 
        df:int * 
        g05state:G05..::.G05State * 
        x:float[] * 
        ifail:int byref -> unit 

Parameters

n
Type: System..::.Int32
On entry: n, the number of pseudorandom numbers to be generated.
Constraint: n0.
df
Type: System..::.Int32
On entry: ν, the number of degrees of freedom of the distribution.
Constraint: df1 .
g05state
Type: NagLibrary..::.G05..::.G05State
An object of type G05.G05State.
x
Type: array< System..::.Double >[]()[]
An array of size [n]
On exit: the n pseudorandom numbers from the specified Student's t-distribution.
ifail
Type: System..::.Int32 %
On exit: ifail=0 unless the method detects an error (see [Error Indicators and Warnings]).

Description

The distribution has PDF (probability density function)
fx= ν-12 ! 12ν-1!πν 1+x2ν 12ν+1 .
g05sn calculates the values
yiνzi,   i= 1,,n
where the yi are generated by g05sk from a Normal distribution with mean 0 and variance 1.0, and the zi are generated by g05sj from a gamma distribution with parameters 12ν and 2 (i.e., from a χ2-distribution with ν degrees of freedom).

References

Error Indicators and Warnings

Accuracy

Further Comments

The time taken by g05sn increases with ν.

Example

See Also