The exact values of the expected values, variances and covariances of the order statistics from the cauchy distribution

Exact expressions for the expected value, variances and covariances of the order statistics from a random sample from the Cauchy distribution are derived in terms of infinite series. An error analysis deremines the number of terms in these convergent series needed to attain any desired accuracy, est...

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Veröffentlicht in:Journal of statistical computation and simulation 1994-01, Vol.49 (1-2), p.21-32
1. Verfasser: Vauchan, David C
Format: Artikel
Sprache:eng
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Zusammenfassung:Exact expressions for the expected value, variances and covariances of the order statistics from a random sample from the Cauchy distribution are derived in terms of infinite series. An error analysis deremines the number of terms in these convergent series needed to attain any desired accuracy, establishing their superiority to the numerical integration methods used by Barnett 1966a. A comparison of explicit estimation methods for the local and scale parameters in the general Cauchy distribution establishes that the Tiku-Suresh 1992 technique is the most advantageous
ISSN:0094-9655
1563-5163
DOI:10.1080/00949659408811558