[R] Generating a bivariate joint t distribution in R

Marc Girondot marc_grt at yahoo.fr
Wed Apr 3 10:54:46 CEST 2013

Le 03/04/13 07:57, jpm miao a écrit :
> Hi,
>     I conduct a panel data estimation and obtain estimators for two of the
> coefficients beta1 and beta2. R tells me the mean and covariance of the
> distribution of (beta1, beta2). Now I would like to find the distribution
> of the quotient beta1/beta2, and one way to do it is to simulate via the
> joint distribution (beta1,  beta2), where both beta1 and beta2 follow t
> distribution.
>     How could we generate a joint t distrubuition in R?
>     Thanks
> Miao
> 	[[alternative HTML version deleted]]
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.


Marc Girondot

Marc Girondot, Pr

Laboratoire Ecologie, Systématique et Evolution
Equipe de Conservation des Populations et des Communautés
CNRS, AgroParisTech et Université Paris-Sud 11 , UMR 8079
Bâtiment 362
91405 Orsay Cedex, France

Tel:  33 1 (0)   Fax: 33 1 (0)
e-mail: marc.girondot at u-psud.fr
Web: http://www.ese.u-psud.fr/epc/conservation/Marc.html
Skype: girondot

More information about the R-help mailing list