Estimators for the Cauchy Distribution

@inproceedings{Hanson1996EstimatorsFT,
  title={Estimators for the Cauchy Distribution},
  author={Kenneth M. Hanson and D. R. Wolf},
  year={1996}
}
We discuss the properties of various estimators of the central position of the Cauchy distribution. The performance of these estimators is evaluated for a set of simulated experiments. Estimators based on the maximum and mean the posterior density function are empirically found to be well behaved when more than two measurements are available. On the contrary, because of the infinite variance of the Cauchy distribution, the average of the measured positions is an extremely poor estimator of the… CONTINUE READING

From This Paper

Figures, tables, and topics from this paper.
9 Citations
4 References
Similar Papers

References

Publications referenced by this paper.
Showing 1-4 of 4 references

Bayesian inductive inference and maximum entropy

  • S. F. Gull
  • Maximum Entropy and Bayesian Methods in Science…
  • 1989
2 Excerpts

Inference in Statistical Analysis

  • G.E.P. Box, G. C. Tiao
  • 1973
1 Excerpt

Detection, Estimation, and Modulation Theory - Part I

  • H. L. Van Trees
  • 1968

Similar Papers

Loading similar papers…