Abstract

Abstract A class of estimators is proposed for the estimation of the center of the Cauchy distribution. Each estimator in the class is the arithmetic average of a central subset of the sample order statistics. Although the sample median is a member of the proposed class, it is not the most efficient. The average of roughly the middle quarter of the ordered sample has the lowest asymptotic variance.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.