# Fitting Student's t-Distributions

**URL:** <https://discourse.julialang.org/t/fitting-students-t-distributions/23289>\
**Category:** General Usage\
**Created:** [April 19, 2019, 1:21am UTC](https://discourse.julialang.org/t/fitting-students-t-distributions/23289 "2019-04-19T01:21:09Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![askvorts](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/askvorts/32/7120_2.png) [@askvorts](https://discourse.julialang.org/u/askvorts)\
**Post date:** [April 19, 2019, 1:21am UTC](https://discourse.julialang.org/t/fitting-students-t-distributions/23289/1 "2019-04-19T01:21:09Z")

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In `Distributions`, the `fit_mle` method has not yet been implemented for the Student’s t-distribution. Is there a package where fitting t-distributions may be possible?

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**Author:** ![Elrod](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/elrod/32/22461_2.png) [@Elrod](https://discourse.julialang.org/u/Elrod)\
**Post date:** [April 19, 2019, 2:45am UTC](https://discourse.julialang.org/t/fitting-students-t-distributions/23289/2 "2019-04-19T02:45:49Z")

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I’d use [Optim.jl](https://github.com/JuliaNLSolvers/Optim.jl).  
The Student’s t distribution doesn’t have sufficient statistics and isn’t in the exponential family, so it isn’t as friendly as most commonly used parametric distributions.

More problematic than all that is that it [can be multi-modal](https://en.wikipedia.org/wiki/Student%27s_t-distribution#Robust_parametric_modeling).