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### Generate data from a t-distribution with specified mean and standard deviation

How does one randomly sample from a T-distribution in R. From what I've found, the function rt in R doesn't let you specify the mean and standard deviation. For a ...
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### Efficient fitting of noncentral chi-squared distribution to data?

I am looking for the most efficient way to fit a noncentral chi-squared distribution with fixed d.o.f. to a given data set. So the inputs are d.o.f. and the data and the output should be the ...
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### Estimation After Selection on Non-central F Random Variables

Suppose that you observe $F_1,F_2,\ldots,F_k$ each independently. drawn from non-central F distributions with common, known, d.f. $\nu_1, \nu_2$, and with (unknown) non-centrality parameters ...
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### Distribution of a normalized inverse Wishart times Gaussian

Suppose $z\sim\mathcal{N}\left(\lambda^2 e_1,I_n\right)$ where $e_1$ is the first column of the $n$-dimensional identity matrix, denoted here as $I_n$. Suppose $S\sim\mathcal{W}\left(m,I_n\right)$ is ...
I am interested in the distribution of/performing inference on the 'achieved' $R^2$ coefficient in multiple linear regression. Suppose that $y\sim x\beta + \epsilon$ with $\epsilon \sim ... 0answers 112 views ### Is there standard nomenclature for Confidence Distributions? I am wondering if there are standard naming conventions in general for confidence distributions or for the particular cases of the non-centrality parameters of (non-central)$t$- and ... 1answer 116 views ### Bayesian inference on noncentrality parameters of t- and F-distributions Suppose I observe a random variable$x$drawn from a non-central t- or F- distribution, and would like to perform inference on the non-centrality parameter. How would a Bayesian approach this problem? ... 2answers 428 views ### What is the power of the regression F test? The classical F-test for subsets of variables in multilinear regression has the form $$F = \frac{(\mbox{SSE}(R) - \mbox{SSE}(B))/(df_R - df_B)}{\mbox{SSE}(B)/df_B},$$ where$\mbox{SSE}(R)$is the ... 0answers 626 views ### Sample size formula for an F-test? I am wondering if there is a sample size formula like Lehr's formula that applies to an F-test? Lehr's formula for t-tests is$n = 16 / \Delta^2$, where$\Delta$is the effect size (e.g.$\Delta = ...
What is the median of the non-central t distribution with non-centrality parameter $\delta \ne 0$? This may be a hopeless question because the CDF appears to be expressed as an infinite sum, and I ...