Normal-gamma Distribution - Generating Normal-gamma Random Variates

Generating Normal-gamma Random Variates

Generation of random variates is straightforward:

  1. Sample from a gamma distribution with parameters and
  2. Sample from a normal distribution with mean and variance

Read more about this topic:  Normal-gamma Distribution

Famous quotes containing the word random:

    poor Felix Randal;
    How far from then forethought of, all thy more boisterous years,
    When thou at the random grim forge, powerful amidst peers,
    Didst fettle for the great gray drayhorse his bright and battering
    sandal!
    Gerard Manley Hopkins (1844–1889)