« Return to Thread: MLE for noncentral t distribution

MLE for noncentral t distribution

by kate-26 :: Rate this Message:

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I have a data with 236 observations. After plotting the histogram, I found that it looks like non-central t distribution. I would like to get MLE for mu and df.

I found an example to find MLE for gamma distribution from "fitting distributions with R":

library(stats4) ## loading package stats4
ll<-function(lambda,alfa) {n<-200
x<-x.gam
-n*alfa*log(lambda)+n*log(gamma(alfa))-(alfa-
1)*sum(log(x))+lambda*sum(x)} ## -log-likelihood function
est<-mle(minuslog=ll, start=list(lambda=2,alfa=1))

Is anyone how how to write down -log-likelihood function for noncentral t distribution?

Thanks a lot!!

Kate
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