3.9 Consider the equation where C is the Cauchy likelihood function (3.18). Denote Kn as the number...
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3.9 Consider the equation
where C is the Cauchy likelihood function (3.18). Denote Kn as the number of its roots. If X1, . . . ,Xn are independent, identically distributed with the Cauchy C(0, 1) distribution, then Kn − 1 has asymptotically Poisson distribution with parameter 1 , as n ! 1. (See Barnett (1966) or Reeds (1985)).
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Robust Statistical Methods With R
ISBN: 9781032092607
2nd Edition
Authors: Jana Jurecková, Jan Picek, Martin Schindler
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