In Example 12.2.4, there is a slightly simpler way to simulate a sample from the posterior distribution

Question:

In Example 12.2.4, there is a slightly simpler way to simulate a sample from the posterior of μx − μy. Suppose that we can simulate as many independent t pseudo-random variables as we wish with whatever degrees of freedom we want. Explain how we could use these t random variables to simulate a sample from the posterior of μx − μy.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...