Distribution | T |
|
|
|
| Log likelihood | AIC | BIC |
Normal | 10 | 0.000000 (NaN) | 0.000000 (NaN) | 0.959330 (NaN) | 0.959330 | 35.031900 | − | − |
50 | 0.000000 (NaN) | 0.000000 (NaN) | 0.988200 (NaN) | 0.988200 | 193.306600 | −7.572265 | −7.419303 | |
100 | 0.000004 (0.000010) | 0.024159 (0.057990) | 0.843100 (0.319000) | 0.867259 | 369.927800 | −7.318555 | −7.214348 | |
200 | 0.000003 (0.000005) | 0.016135 (0.032830) | 0.883390 (0.181100) | 0.899525 | 754.229100 | −7.502291 | −7.436325 | |
500 | 0.000011 (0.000006)+ | 0.075276 (0.043600)− | 0.624210 (0.167200)+ | 0.699486 | 1839.462000 | −7.341848 | −7.308131 | |
1000 | 0.000006 (0.000003)− | 0.098018 (0.032660)+ | 0.756090 (0.098110)+ | 0.854108 | 3691.923000 | −7.375847 | −7.356216 | |
2000 | 0.000000 (0.000000)+ | 0.031954 (0.007505)+ | 0.957820 (0.010470)+ | 0.989774 | 7150.957000 | −7.146957 | −7.135755 | |
2500 | 0.000000 (0.000000)+ | 0.031207 (0.006431)+ | 0.959840 (0.008787)+ | 0.991047 | 8899.864000 | −7.116691 | −7.107373 | |
Student-t | 10 | 0.000049 (0.000061) | 0.000000 (NaN) | 0.162500 (0.714300) | 0.162500 | 34.798390 | − | − |
50 | 0.000000 (NaN) | 0.000000 (NaN) | 0.988250 (NaN) | 0.988250 | 194.169100 | −7.566764 | −7.375561 | |
100 | 0.000005 (0.000019) | 0.034151 (0.083060) | 0.807130 (0.580800) | 0.841281 | 370.585000 | −7.311699 | −7.181441 | |
| 200 | 0.000002 (0.000005) | 0.020316 (0.037780) | 0.897630 (0.187000)+ | 0.917946 | 756.935700 | −7.519357 | −7.436900 |
500 | 0.000010 (0.000005)− | 0.096872 (0.053320)− | 0.639500 (0.158800)+ | 0.736372 | 1839.028000 | −7.336113 | −7.293967 | |
1000 | 0.000005 (0.000003)− | 0.113670 (0.039410)+ | 0.754230 (0.103500)+ | 0.867900 | 3691.795000 | −7.373591 | −7.349052 | |
2000 | 0.000000 (0.000000)+ | 0.039522 (0.009806) | 0.954130 (0.012030)+ | 0.993652 | 7141.531000 | −7.136531 | −7.122528 | |
2500 | 0.000000 (0.000000)− | 0.037729 (0.008185)+ | 0.957400 (0.009813)+ | 0.995129 | 8887.543000 | −7.106034 | −7.094386 | |
GED | 10 | 0.000042 (0.000053) | 0.000000 (NaN) | 0.232200 (0.649400) | 0.232200 | 34.931740 | − | − |
50 | 0.000000 (NaN) | 0.000000 (NaN) | 0.988330 (NaN) | 0.988330 | 194.451900 | −7.578077 | −7.386875 | |
100 | 0.000006 (0.000033) | 0.027240 (0.098400) | 0.802510 (0.980500) | 0.829750 | 371.249400 | −7.324988 | −7.194729 | |
200 | 0.000003 (0.000006) | 0.015561 (0.038730) | 0.896850 (0.221000)+ | 0.912411 | 757.957500 | −7.529575 | −7.447117 | |
500 | 0.000011 (0.000006)− | 0.082396 (0.048410)− | 0.630780 (0.169500)+ | 0.713176 | 1840.658000 | −7.342633 | −7.300487 | |
1000 | 0.000005 (0.000003)− | 0.101750 (0.035320)+ | 0.754930 (0.102700)+ | 0.856680 | 3693.603000 | −7.377205 | −7.352666 | |
2000 | 0.000000 (0.000000)+ | 0.032360 (0.007692)+ | 0.957520 (0.010640)+ | 0.989880 | 7151.084000 | −7.132082 | −7.132082 | |
2500 | 0.000000 (0.000000)+ | 0.031569 (0.006580)+ | 0.959600 (0.008915)+ | 0.991169 | 8900.022000 | −7.116018 | −7.104370 |