/// <summary>
/// Generate a t-distributed <see cref="double"/>.
/// </summary>
public static double StudentT(this IRandom random, double degreesOfFreedom)
{
if (degreesOfFreedom <= 0)
{
throw new ArgumentOutOfRangeException(
"degreesOfFreedom", degreesOfFreedom, "Degrees of freedom must be positive.");
}
// See Seminumerical Algorithms by Knuth
double y1 = random.Normal();
double y2 = random.ChiSquared(degreesOfFreedom);
return(y1 / Math.Sqrt(y2 / degreesOfFreedom));
}
