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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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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