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RE: st: ksmirnov


From   "Guessab Houda" <houda.guessab@gre.generali.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: ksmirnov
Date   Tue, 21 Aug 2012 12:09:58 +0200

Oh i was thing about the methodology of moments for example to estimate degrees of freedom from the kurtosis...

Houda GUESSAB



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis
Sent: mardi 21 août 2012 12:06
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: ksmirnov

On Tue, Aug 21, 2012 at 11:58 AM, Guessab Houda wrote:
> That will help me so much...i also need to ask another question. Do you know if we can estimate a student distribution in stata? Or do we have to use Maximum likelihood estimation to do that?

Nick just gave you two ways of estimating the parameters for a
t-distribution: one based on the mean and the standard deviation and
one based on the quartiles.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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