MATLAB: Random t distribution sample

Question

Hi!

I want to obtain a random sample of outcomes which follows a t student distribution given a mean and a std.

I have been able to create a sample of 1000 observations which follow normal dist. typing A=random('norm',mean,std,1000,1).

How should I do it for a t distribution?

Thanks in advance!

Answer 1

Because the expression for the variance depends on the noncentrality parameter and the degrees of freedom. If you plug in a noncentrality parameter of 2 and degrees of freedom of 100 into the expression for the variance of the noncentral t-distribution and then take the square root, you get a value near 1.

        dof = 100;
        ncentparam = 2;
        ncentvar = ...
    (dof*(1+ncentparam^2))/(dof-2)-...
    (ncentparam^2*dof)/2*(gamma((dof-1)/2)/gamma(dof/2))^2  
  sqrt(ncentvar)

Wayne

P.S. On MATLAB Answers you are supposed to accept the answer if you have had your question answered so other people know that they don't have to answer it.