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A Note on Estimation from a Cauchy Sample

 

作者: ThomasJ. Rothenberg,   FranklinM. Fisher,   C.B. Tilanus,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1964）
卷期: Volume 59, issue 306  

页码: 460-463

 

ISSN:0162-1459

 

年代: 1964

 

DOI:10.1080/01621459.1964.10482170

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

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.

 

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