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Hi! We shall estimate parameters of heavy tailed distribution for Student’s t dist. with the help of random sample (x1,x2,…xn). If you worked it before, help me please! Thank you! H. Bevrani, Department of mathematical statistics, Faculty of Computational Mathematics and Cybernetics, Moscow, Russia. _________________________________________________________________ MSN 8 with e-mail virus protection service: 2 months FREE* http://join.msn.com/?page=features/virus