How can I fitt data to t-student distribution?

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Hello, please help me someone. I am new in matlab. I have a vector of log-returns, I want to fit it to t-student distribution to verify if it can capture the tails of my data. Then I want to plot a t-student pdf on histogram. I would appreciate your help asap

Answers (1)

Star Strider
Star Strider on 24 Aug 2015
If you have the Statistics Toolbox, see if the histfit function will do what you want.
  3 Comments
Star Strider
Star Strider on 24 Aug 2015
Nelli Yanytska’s Answer moved here:
Thank you very much, I have another question if you can answer. I am trying to understand what is a difference between t-student and tlocation scale distribution in matlab. I used data fitting tool for my data. it seems to work, but I wonder, datafitting tool estimated values with MLE. It givs mu, sigma and dof. If I want to transform tlocation scale to t-student, I should subtract mu from valus and divide by sigma. But the t-student variable that we get is distributed with the same mu sigma and dof. Does it mean that I can use this values (mu, sigma, dof), to estimate risk measures on t-student distribution?
Star Strider
Star Strider on 24 Aug 2015
My pleasure.
I refer you to the documentation on prob.tLocationScaleDistribution class and t Location-Scale Distribution for details.
Anything I would write would be restating these documentation pages, and likely not as well.

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