[R] Generating a bivariate joint t distribution in R
dwinsemius at comcast.net
Wed Apr 3 16:58:27 CEST 2013
On Apr 2, 2013, at 11:07 PM, Jorge I Velez wrote:
> Dear Miao,
Also package mvtnorm has both Normal and t versions of its p,q, r funtions
> for some ideas.
> On Wed, Apr 3, 2013 at 4:57 PM, jpm miao <> wrote:
>> 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
>> How could we generate a joint t distrubuition in R?
Alameda, CA, USA
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