[R] MLE for a t distribution

[Albyn Jones]

k -> infinity gives the normal distribution.  You probably don't care
much about the difference between k=1000 and k=100000, 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 -0600, Barbara Gonzalez wrote:
> 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 anybody know of any algorithms/functions in R that can
> help me obtain the MLEs? I am especially interested in the MLE for k,
> the degrees of freedom.
> 
> Thank you!
> 
> Barbara
> 
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