random number
-
t distribution and GSL random number generatorold memories/physics 2007.07.02 22:57
t distribution with large degrees of freedom is the same as Normal (Gaussian) distribution with mean 0 and standard devitation 1 approximately.normal[x_] := PDF[NormalDistribution[0, 1], x]t[x_, nu_] := PDF[StudentTDistribution[nu]], x]Plot[{normal[x], t[x, 3], t[x, 6], t[x, 20]}, {x, -6, 6}, PlotStyle -> {Black, Gray, Blue, Red}]Five real random numbers x0 from the Gaussian distribution (0,1): ..