This paper givea 811 approximate Bay-procedure for the estimation of the reliability function of a two-parameter Cauchy distribution using Jeffreys' non-informative prior with a squared-error loss function, and with a log-odds ratio equared-error loss function. Bawd on a Monte Carlo simulation study
β¦ LIBER β¦
Simplified estimation of parameters in a cauchy distribution
β Scribed by K. Raghunandanan; R. Srinivasan
- Book ID
- 115224531
- Publisher
- John Wiley and Sons
- Year
- 1972
- Tongue
- English
- Weight
- 117 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0039-0402
No coin nor oath required. For personal study only.
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We show that integrated squared error estimation of the parameters of a Cauchy distribution, based on the empirical characteristic function, is simple, robust and e cient. The k-L estimator of Koutrouvelis (Biometrika 69 (1982) 205) is more di cult to use, less robust and at best only marginally mor