math - How can I generate random samples from bivariate normal and student T distibutions in C++? -

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What is the best way to generate random samples from normal BitTech normal and student T distribution? In both cases, Sigma is one, 0 mean - therefore only the only parameter that I am really interested in is a correlation (and degree of independence for the student) I should have a solution in C ++, so I unfortunately already implemented Can not use functions from MatLab or Mathematica

You can use the GNU GSL libraries for general reasons here:

< P>

And the student's T-distribution is here:

They are straight forward to use.


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