Date:         Fri, 27 Mar 2009 02:50:15 -0700
Reply-To:     Tue Lehn-Schiĝler <tuelehn@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Tue Lehn-Schiĝler <tuelehn@GMAIL.COM>
Organization: http://groups.google.com
Subject:      fitting parameters in t-distribution
Comments: To: sas-l@uga.edu
Content-Type: text/plain; charset=ISO-8859-1

I need to estimate location, scale and df in a t-distribution given a
data set.
Any ideas how to do this in SAS?

The corresponding matlab code would look like
phat = mle(X,'distribution','tlocationscale');
location=phat(1); scale=phat(2),shape =phat(3);

BR
Tue