[R] estimating degrees of freedom iof student t

gabrielle.kelly@ucd.ie 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 
very large.
Gabrielle Kelly
Dept. of Statistics
National University of Ireland Dublin.

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