[R] MLE for a t distribution

Barbara Gonzalez barbara.p.gonzalez at gmail.com
Thu Dec 10 21:14:26 CET 2009

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!


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