how we generate from a student t distribution

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Sabbas 2012-10-1

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Dear all,

I have a variable u that follows a normal distribution N(0,λ_t*exp(h_t))

λ_t is a scaling factor and exp(h_t) is the volatility (see stochastic volatility models)

I want u to be generated from a student t distribution.

So I thought something like u=λ_t* trnd(7,1)

Am I right?

thanks

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Image Analyst 2012-10-1

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https://ww2.mathworks.cn/matlabcentral/answers/49579-how-we-generate-from-a-student-t-distribution#answer_60589

Look inside RANDRAW: http://www.mathworks.com/matlabcentral/fileexchange/7309-randraw

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AI and Statistics Statistics and Machine Learning Toolbox Probability Distributions Continuous Distributions Student's t Distribution

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