Distribution

T

α ^ 0

α ^ 1

β ^ 1

α ^ 1 + β ^ 1

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