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Draw random variables student t distribution

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Imner Renmi
Imner Renmi am 16 Jun. 2016
Beantwortet: James Tursa am 16 Jun. 2016
I want to draw standardized values with a t-distribution, so I want to generate iid numbers from the student-t distribution with mean zero and variance 1.
I can use the Matlab function 'trnd(nu).' Does this generate random numbers with mean zero and variance 1?

Antworten (1)

James Tursa
James Tursa am 16 Jun. 2016
See these links for a description:
In particular, no you can't get a variance of 1.

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