[R] estimating degrees of freedom iof student t
gabrielle.kelly at ucd.ie
Tue Jun 6 12:37:08 CEST 2000
I have come across the following situation when using the function
pt which calls the student t distribution function. I simulate data
from a normal distribution and fit the student t. The estimated
degrees of freedom gets larger at each iteration and there is no
convergence. It seems there should be some mechanism where it
switched to a normal distribution when the degrees of freedom gets
Dept. of Statistics
National University of Ireland Dublin.
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