Generating Heavy and Light Tailed Normal Variates

Fri, Dec 16, 2016 6:45 AM

Hi all,

I need to generate heavy and light-tailed normal variates separately for
demonstration purposes. I figure for the heavy-tailed, I will just generate
variates from a t distribution with low degrees of freedom. How does one
generate light-tailed normal variates?

Thanks,

Dan

Thread (4 messages)

Dan Abner Generating Heavy and Light Tailed Normal Variates Dec 16 Bert Gunter Generating Heavy and Light Tailed Normal Variates Dec 16 Dan Abner Generating Heavy and Light Tailed Normal Variates Dec 16 Bert Gunter Generating Heavy and Light Tailed Normal Variates Dec 16