Confidence disc and square for Cauchy distributions

• Date: 2023
• Main Authors: Akaoka, Y., Okamura, K., Otobe, Y.
• Format: Article
• Language: English
• Published: Institute of Mathematics, NAS of Ukraine 2023
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/6797
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

UDC 519.21 We  construct a confidence region of parameters for a sample of size $N$ from the Cauchy distributed random variables. Although Cauchy distribution has two parameters, a location parameter $\mu \in\mathbb{R}$ and a scale parameter $\sigma > 0,$ w...