Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/70204
Citations
Scopus Web of Science® Altmetric
?
?
Type: Journal article
Title: Hodges-Lehmann scale estimator for Cauchy distribution
Author: Kravchuk, O.
Pollett, P.
Citation: Communications in Statistics-theory and Methods, 2012; 41(20):3621-3632
Publisher: Marcel Dekker Inc
Issue Date: 2012
ISSN: 0361-0926
1532-415X
Statement of
Responsibility: 
O.Y. Kravchuk, P.K.Pollett
Abstract: We draw here on the relation between the Cauchy and hyperbolic secant distributions to prove that the MLE of the scale parameter of Cauchy distribution is log-normally distributed and to study the properties of a Hodges-Lehmann type estimator for the scale parameter. This scale estimator is slightly biased but performs well even on small samples regardless of the location parameter. The asymptotic efficiency of the estimator is 98%.
Keywords: rank tests; Hodges-Lehamnn estimator; scale estimation; hyperbolic secant distribution
Rights: Copyright © Taylor & Francis Group, LLC
RMID: 0020114308
DOI: 10.1080/03610926.2011.563016
Appears in Collections:Agriculture, Food and Wine publications

Files in This Item:
There are no files associated with this item.


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.