Let X be distributed Cauchy with density f (x) 1 (1(x )2) for x 2 R.

Let X be distributed Cauchy with density f (x) Æ

1

¼(1Å(x ¡µ)2)

for x 2 R.

(a) Find the log-likelihood function `n(µ).

(b) Find the first-order condition for theMLE bµ for µ. You will not be able to solve for bµ.