Draw random variables student t distribution
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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?
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James Tursa
le 16 Juin 2016
See these links for a description:
In particular, no you can't get a variance of 1.
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