Table 3 Maximum likelihood and Bayesian estimates comparison
From: The multivariate slash and skew-slash student t distributions
| Â | True | SLT | SSLT | ||
|---|---|---|---|---|---|
Parameter | Value | MLE | Bayes | MLE | Bayes |
Univariate | |||||
λ | 3 |  |  | 2.496 | 2.511 |
q | 5 | 6.196 | 6.236 | 6.689 | 6.479 |
r | 8 | 8.015 | 7.084 | 7.650 | 7.194 |
Bivariate | |||||
λ 1 | -5 |  |  | -5.543 | -3.288 |
λ 2 | 3 |  |  | 3.333 | 1.967 |
q | 5 | 6.410 | 4.113 | 5.899 | 4.118 |
r | 8 | 7.480 | 8.468 | 7.726 | 8.609 |