# Tagged Questions

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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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### Generic test for unimodality given sample

Are there any generic tests to validate if a given sample follows a unimodal distribution, like a Gaussian, Cauchy, Student's t or a chi-square?
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### What is the distribution of the ratio of two t-distributed random variables?

x is t-distributed; y is t-distributed. How is x/y distributed? Does it have a closed-form formula?
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### Correct formula for standardized Student's t-distribution

I am wondering about the correct formula of the standardized Student's t distribution. In the rugarch package on page 15 it is given as: Substituting $\frac{(\nu-2)}{\nu}$ into 49 we obtain the ...
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### Degrees of Freedom for Multivariate t distribution

I have a data.frame of retruns - ...
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### Is Hansen's skewed-$t$ distribution the same as the skewed-$t$ distribution which is a special case of GH Distribution?

I recently studied two asymmetric t distribution both with a name of skewed-$t$. I am confused with their differences or are they actually the same? The first one is introduced by Hansen (1994) with ...
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### What is the distribution of this nearly-Hotelling statistic?

Let $X$ be an $n \times l$ matrix, and $F$ an $n \times p$ matrix, with the rows of $X$ and $F$ drawn i.i.d. from multivariate Gaussians. (The independence applies to rows: the $X$ and $F$ may be ...
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 ...