Statistical inferences for the Cauchy distribution based on maximum likelihood estimators

Abstract

Various estimators of the location and scale parameters in the Cauchy distribution are investigated, and the superiority of the maximum likelihood estimators is established. Tables based on maximum likelihood estimators are presented for use in making statistical inferences for the Cauchy distribution. Those areas considered include confidence intervals, tests of hypothesis, power of the tests, and tolerance intervals. Both one- and two-sample problems are considered. Tables for testing the hypothesis of whether a sample came from a normal distribution or a Cauchy distribution are presented. The problems encountered in finding maximum likelihood estimators for the Cauchy parameters are discussed, and a computer program for obtaining the estimates is included --Abstract, page ii

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