Table 5.

Comparison of the various algorithms for estimating the location and scale of a 10-variate t distribution with 0.5 degrees of freedom. The column ln L lists the average converged log-likelihood, and the column Evals lists the average number of EM evaluations. Running times are averaged over 100 simulations with 200 sample points each. The number of parameters is 65, and the stopping criterion is 10⁻⁹

D.F.	Method	EM			PX-EM
		ln L	Evals	Time	ln L	Evals	Time
1	EM	−3981.5470	160	0.8272	−3981.5470	15	0.0771
	q = 1	−3981.5470	26	0.1363	−3981.5470	10	0.0497
	q = 2	−3981.5470	22	0.1184	−3981.5470	10	0.0510
	q = 3	−3981.5470	23	0.1216	−3981.5470	10	0.0540
	q = 4	−3981.5470	24	0.1282	−3981.5470	11	0.0555
	q = 5	−3981.5470	26	0.1381	−3981.5470	11	0.0558
	SqS1	−3981.5470	29	0.1570	−3981.5470	10	0.0509
	SqS2	−3981.5470	31	0.1646	−3981.5470	10	0.0507
	SqS3	−3981.5470	30	0.1588	−3981.5470	10	0.0507
0.5	EM	−3975.8332	259	1.3231	−3975.8332	15	0.0763
	q = 1	−3975.8332	31	0.1641	−3975.8332	10	0.0506
	q = 2	−3975.8332	25	0.1343	−3975.8332	10	0.0512
	q = 3	−3975.8332	27	0.1405	−3975.8332	10	0.0544
	q = 4	−3975.8332	28	0.1479	−3975.8332	10	0.0547
	q = 5	−3975.8332	30	0.1553	−3975.8332	11	0.0552
	SqS1	−3975.8332	34	0.1829	−3975.8332	10	0.0514
	SqS2	−3975.8332	38	0.2017	−3975.8332	10	0.0513
	SqS3	−3975.8332	35	0.1895	−3975.8332	10	0.0513
0.1	EM	−4114.2561	899	4.5996	−4114.2561	16	0.0816
	q = 1	−4114.2562	52	0.2709	−4114.2561	10	0.0521
	q = 2	−4114.2561	36	0.1924	−4114.2561	10	0.0533
	q = 3	−4114.2561	34	0.1820	−4114.2561	10	0.0544
	q = 4	−4114.2561	36	0.1895	−4114.2561	10	0.0544
	q = 5	−4114.2561	38	0.2041	−4114.2561	11	0.0558
	SqS1	−4114.2561	51	0.2717	−4114.2561	10	0.0522
	SqS2	−4114.2561	66	0.3492	−4114.2561	10	0.0518
	SqS3	−4114.2561	54	0.2846	−4114.2561	10	0.0519
0.05	EM	−4224.9190	1596	8.1335	−4224.9190	17	0.0857
	q = 1	−4224.9192	62	0.3248	−4224.9190	10	0.0530
	q = 2	−4224.9192	47	0.2459	−4224.9190	10	0.0539
	q = 3	−4224.9191	39	0.2006	−4224.9190	10	0.0549
	q = 4	−4224.9191	40	0.2089	−4224.9190	11	0.0564
	q = 5	−4224.9191	42	0.2239	−4224.9190	11	0.0565
	SqS1	−4224.9191	60	0.3156	−4224.9190	10	0.0543
	SqS2	−4224.9191	91	0.4809	−4224.9190	10	0.0535
	SqS3	−4224.9191	64	0.3417	−4224.9190	10	0.0535