Mathematics
8 years ago

Maximum Likelihood Estimator Proven Optimal for Cauchy Distribution Location Parameter

Likelihood Principle and Maximum Likelihood Estimator of Location Parameter for Cauchy Distribution.
Zhidong Bai, James C. Fu

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The researchers showed that even though the Cauchy distribution with location parameters is often seen as a challenge for maximum likelihood estimation, the maximum likelihood estimator remains the best choice in the long run. This means that the method is still reliable and efficient for estimating the location parameter in this type of distribution.