Simulates samples
of size T, each containing a set of
n (≥ 1) elements.
In the above conditions, the gamma distribution reduces
to a chi-square distribution. It is: #
For n = 1,
the case reduces to classical samples of size T,
ruled by Student's with T − 1
degrees of freedom, and chi-squared distributions.
For n > 1, it is still a Student's,
and a gamma with α =
(T − 1) ⁄ 2
and β = 2 ⁄ n
(μ = α β =
(T − 1) ⁄ n,
and σ = β√α) .
Draws plots for
(0) the Gaussian,
(1) the Student's, and
(2) the chi-squared and gamma. |
