Distribution

T

α ^ 0

α ^ 1

β ^ 1

α ^ 1 + β ^ 1

Log likelihood

AIC

BIC

Normal

10

0.000000 (NaN)

0.000000 (NaN)

0.959330 (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