In response to Prof. Ripley yes I am estimating the degrees of freedom by maximum likelihood using the nlm from Jim Lindsey's library. I am simulating data other than normal as well so I wanted an estimation technique that 'worked' for everything. I'm not familiar enough with the base code to know at what point the pt function switches to normal. I realise of course some estimate has then to be returned for the mle. Thanks also for the other responses. Gabrielle Kelly NUI Dublin -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._