Re: [R] MLE for a t distribution

Jones wrote: > k -> infinity gives the normal distribution.  You probably don't care > much about the difference between k=1000 and k=10, so you might > try reparametrizing df on [1,infinity) to a parameter on [0,1]... > > albyn > > On Thu, Dec 10, 2009 at 02:14:26PM -0

[R] MLE for a t distribution

Given X1,...,Xn ~ t_k(mu,sigma) student t distribution with k degrees of freedom, mean mu and standard deviation sigma, I want to obtain the MLEs of the three parameters (mu, sigma and k). When I try traditional optimization techniques I don't find the MLEs. Usually I just get k->infty. Does anybod