Accession Number:

ADA171860

Title:

Likelihood Principle and Maximum Likelihood Estimator of Location Parameter for Cauchy Distribution.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

• Bai,Z. D.
• Fu,J. C.

Report Date:

1986-05-01

Pagination or Media Count:

20.0

Abstract:

In the literature of point estimation, Cauchy distribution with location parameters was often cited as an example for the failure of maximum likelihood method and hence the failure of likelihood principle in general. Contrary to the above notion, we proved, even in this case that the likelihood equation has multiple roots, that the maximum likelihood estimator the global maximum remains as an asymptotically optimal estimator in the Bahadur sense. Author

Descriptors:

• *MAXIMUM LIKELIHOOD ESTIMATION
• MULTIVARIATE ANALYSIS
• RANDOM VARIABLES
• ASYMPTOTIC NORMALITY
• CAUCHY PROBLEM
• INEQUALITIES
• NORMAL DENSITY FUNCTIONS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE