Distribution | T |
|
|
|
| Log likelihood | AIC | BIC |
Normal | 10 | 0.000000 (NaN) | 0.000000 (NaN) | 0.975480 (NaN) | 0.975480 | 34.896250 | − | − |
50 | 0.000012 (0.000009) | 0.000000 (NaN) | 0.792570 (NaN) | 0.792570 | 173.106700 | −6.764269 | −6.611308 | |
100 | 0.000055 (NaN) | 0.311820 (NaN) | 0.000000 (NaN) | 0.311820 | 332.901800 | −6.578035 | −6.473828 | |
200 | 0.000000 (0.000002) | 0.072561 (0.031070)+ | 0.922570 (0.030020)+ | 0.995131 | 575.846100 | −5.718461 | −5.652495 | |
500 | 0.000002 (0.000002) | 0.078830 (0.020130)+ | 0.916650 (0.021940)+ | 0.995480 | 1355.578000 | −5.406311 | −5.372594 | |
1000 | 0.000002 (0.000002) | 0.047540 (0.009490)+ | 0.944580 (0.011870)+ | 0.992120 | 2694.591000 | −5.381183 | −5.361552 | |
2000 | 0.000005 (0.000002)+ | 0.036626 (0.006807)+ | 0.943870 (0.011030)+ | 0.980496 | 5405.382000 | −5.401382 | −5.390180 | |
2500 | 0.000005 (0.000002)+ | 0.038435 (0.006306)+ | 0.944270 (0.009722)+ | 0.982705 | 6670.077000 | −5.332862 | −5.323543 | |
Student-t | 10 | 0.000000 (NaN) | 0.000000 (NaN) | 0.951180 (NaN) | 0.951180 | 35.595920 | − | − |
50 | 0.000001 (0.000014) | 0.000000 (NaN) | 0.985060 (0.190600)+ | 0.985060 | 173.693300 | −6.747731 | −6.556529 | |
100 | 0.000057 (NaN) | 0.359930 (NaN) | 0.000000 (NaN) | 0.359930 | 332.261100 | −6.545221 | −6.414963 | |
200 | 0.000002 (0.000003) | 0.065403 (0.036690)− | 0.923770 (0.038270)+ | 0.989173 | 579.266500 | −5.742665 | −5.660207 | |
500 | 0.000005 (0.000004) | 0.094813 (0.030220)+ | 0.890370 (0.035440)+ | 0.985183 | 1360.767000 | −5.423069 | −5.380922 | |
1000 | 0.000004 (0.000003) | 0.054045 (0.014250)+ | 0.933710 (0.018680)+ | 0.987755 | 2705.129000 | −5.400259 | −5.375720 | |
2000 | 0.000007 (0.000003)+ | 0.036095 (0.009536)+ | 0.936790 (0.017480)+ | 0.972885 | 5439.307000 | −5.434307 | −5.420304 | |
2500 | 0.000006 (0.000002)+ | 0.039118 (0.008281)+ | 0.941830 (0.013020)+ | 0.980948 | 6707.091000 | −5.361673 | −5.350025 | |
GED | 10 | 0.000000 (0.000022) | 0.000000 (NaN) | 0.925420 (NaN) | 0.925420 | 36.313640 | − | − |
50 | 0.000009 (0.000013) | 0.000000 (NaN) | 0.852920 (0.113000)+ | 0.852920 | 173.341300 | −6.733653 | −6.542451 | |
100 | 0.000056 (NaN) | 0.307170 (NaN) | 0.000000 (NaN) | 0.307170 | 332.954200 | −6.559084 | −6.428825 | |
200 | 0.000007 (0.000002) | 0.066140 (0.035110)− | 0.924730 (0.036130)+ | 0.990870 | 579.213700 | −5.742137 | −5.659679 | |
500 | 0.000003 (0.000004) | 0.084446 (0.026740)+ | 0.905200 (0.031220)+ | 0.989646 | 1360.993000 | −5.423974 | −5.381828 | |
1000 | 0.000003 (0.000003) | 0.049946 (0.012610)+ | 0.939070 (0.016470)+ | 0.989016 | 2709.146000 | −5.408292 | −5.383753 | |
| 2000 | 0.000007 (0.000003)+ | 0.035653 (0.008846)+ | 0.939580 (0.015860)+ | 0.975233 | 5443.485000 | −5.438485 | −5.424483 |
2500 | 0.000006 (0.000002)+ | 0.038252 (0.007915)+ | 0.942800 (0.012590)+ | 0.981052 | 6711.864000 | −5.365491 | −5.353843 |