1. Science
  2. Publications
  3. Information Processing Systems
  4. 2(92)'2011
  5. Evaluation of cauchy two-parameter distribution by method of maximum likelihood for grouped and ungrouped observations

Evaluation of cauchy two-parameter distribution by method of maximum likelihood for grouped and ungrouped observations

V.Yu. Dubnitsky, A.I. Khodyrev
Annotations languages:

Evaluations of location and scope parameters for Cauchy distributions were obtained by method of maximum likelihood. The results are specified for a numerical experiment in determination of those parameters by Newton method. The quality of obtained evaluations was evaluated by minimum chi-square method.
Keywords: Cauchy distribution, method of maximum likelihood, minimum chi-square method, numerical methods, Newton method, grouped observations