*! version 1.1 22jun2016

Title

rsgt -- Random SGT generator

Syntax

rsgt varname mu lambda sigma p q

Description

rsgt creates random variates from the Skewed Generalized T
Distribution. Mu, Lambda, Sigma, p, and q are specified by the user. Note that
sigma, p, and q are positve and -1 < lambda <1.

Author

Authored by James McDonald and Jacob Orchard at Brigham Young University. For
support contact Jacob at orchard.jake@gmail.com.

References

James B., McDonald, Olga Stoddard, and Daniel Walton. 2016.
On using interval response data in experimental economics,
working paper.