A Comparison of Estimation Techniques for the Two Parameter Cauchy Distribution.

Abstract

Minimum distance estimators are compared to the maximum likelihood estimator of the location and scale parameters of the two parameters Cauchy distribution. Statistical sample sizes of 6,8,10,12, and 16 are randomly drawn from a Cauchy distribution and used to estimate the parameters by the maximum likelihood method. Minimum distance techniques are then used to try to improve upon the maximum likelihood estimates. 1000 samples for each sample size are generated and the mean squared error and relative efficiencies are computed. Comparison of the two methods is done by comparing the relative efficiencies. Both censored and non-censored samples are used to compute the minimum distance estimates. Keywords: Theses; CLPEE(Cauchy Location Parameter Estimation and Efficiencies); CLPEE computer program; CSPEE(Cauchy Scale Parameter Estimation and Efficiencies); and CSPEE computer program.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1985
Accession Number
ADA163833

Entities

People

  • John O. Sours

Organizations

  • Air Force Institute of Technology

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Communities of Interest

  • Advanced Electronics
  • Energy and Power Technologies
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  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Computational Science
  • Computer Programs
  • Data Science
  • Distribution Functions
  • Goodness Of Fit Tests
  • Information Science
  • Order Statistics
  • Probability Density Functions
  • Probability Distributions
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Distributions
  • Statistical Inference
  • Statistical Samples
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Fields of Study

  • Mathematics

Readers

  • Statistical inference.