I managed to run the code in the link about fitting empirical distribution and found out the the second best was the student t distribution, so, I will be using this. Thank you for your help. I just have a side question, I ran my model with student t distribution but I got these warnings:
There were 52 divergences after tuning. Increase
target_acceptor reparameterize.
The acceptance probability does not match the target. It is 0.7037574708196309, but should be close to 0.8. Try to increase the number of tuning steps.
The number of effective samples is smaller than 10% for some parameters.
I am just confused about these warnings, Do you have any idea what it means?