Message-ID: <CAPr7RtXgy0vVntvtCV8UPGtvM7w7YD=pkwwr6M3LQ4kDpWH3gQ@mail.gmail.com>
Date: 2013-03-16T01:58:22Z
From: ivo welch
Subject: identifying and drawing from T distribution
dear R experts:
fitdistr suggests that a t with a mean of 1, an sd of 2, and 2.6
degrees of freedom is a good fit for my data.
now I want to draw random samples from this distribution. should I
draw from a uniform distribution and use the distribution function
itself for the transform, or is there a better way to do this? there
is a non-centrality parameter ncp in rt, but one parameter ncp cannot
subsume two (m and s), of course. my first attempt was to draw
rt(..., df=2.63)*s+m, but this was obviously not it.
advice appreciated.
/iaw
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Ivo Welch (ivo.welch at gmail.com)
http://www.ivo-welch.info/