Let X1,..., Xn be a sample from a Cauchy location model with density f (x ),
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Let X1,..., Xn be a sample from a Cauchy location model with density f (x − θ), where f (z) = 1
π(1 + z2)
.
Compare the limiting distribution of the sample median with that of an efficient likelihood estimator.
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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