# Why does FindDistributionParameters[] fail to converge for this distribution? [closed]

During testing my code for calculate parameters The following exception is thrown:

FindMaximum::eit: The algorithm does not converge to the tolerance of _4.806217383937354*^-6_ in _500_ iterations

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• I’m voting to close this question because the OP opened an identical question but with the requested information rather than editing the original question: mathematica.stackexchange.com/questions/240851/…. – JimB Mar 1 at 16:34

This is an extended comment about your pdf not integrating to 1.

I've typed in the code from the image you posted and I think it looks exactly like the image:

dist = ProbabilityDistribution[(1 - Exp[λ*(1 - Exp[1])])^(-1) *λ*β*(γ/α)*(x/α)^(γ - 1)*
(1 - Exp[-(x/α)^γ])^(β - 1)*Exp[λ*(1 - Exp[-(x/α)^γ])^β - (x/α)^γ + (1 - Exp[-(x/α)^γ])], {x, 1, ∞},
Assumptions -> {λ > 0, β > 0, α > 0, γ > 0}]


My result as an image:

Your image of the resulting distribution:

But if a set of parameters is tried, the pdf does not integrate to 1:

parms = {λ -> 2, α -> 1, β -> 1, γ -> 1};
Integrate[PDF[dist /. parms, x], {x, 1, ∞}] // N
(* 9.2468 *)


There is an option for ProbabilityDistribution to normalize the pdf (Method->"Normalize"`) but the proposed pdf seems too complicated for that to work on the symbolic distribution. (In other words, doing so does not return an answer in a reasonable or unreasonable amount of time.)