Generating random variables from the N/I distributions
The N/I distributions are the ratio of a normal distribution to an independent distribuiton. They include the normal, Cauchy, t, slash for various cases of the denominator distribution. The author has developed a program that will generate these distributions for use in simulations. Additionally, mixtures are allowed and one can obtain the distribuiton of the inverse of the I distribution by setting the numerator normal to have mean 1 and standard deviation 0. These were originally developed for the Robust Estimation study of Andrews, et al (1972)