Mohammad A. Amleh, Ahmad Al-Natoor, Baha’ Abughazaleh, "An Alternative Method for Estimating the Parameters of Log-Cauchy Distribution," WSEAS Transactions on Mathematics, vol. 22, pp. 143-149, 2023, DOI:10.37394/23206.2023.22.18
Mohammad A. Amleh, Ahmad Al-Natoor, Baha’ Abughazaleh. An Alternative Method for Estimating the Parameters of Log-Cauchy Distribution.
WSEAS Transactions on Mathematics. 2023;22:143-149. 10.37394/23206.2023.22.18
WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 22, 2023
An Alternative Method for Estimating the Parameters of Log-Cauchy Distribution
Authors: , ,
Abstract: In this paper, we discuss the estimation problem of the location and scale parameters of the log-Cauchy distribution, a member of the super heavy-tailed distributions family. We consider several methods of estimation, including a new percentile method, maximum likelihood estimation and robust estimators. A Monte Carlo simulation experiment is conducted to compare the proposed estimation methods. Further, we illustrate the estimation methods via a real life example.
Keywords:
Heavy-tailed distributions, Log-Cauchy distribution, Percentile estimators, Maximum likelihood estimators, Robust estimators
Pages: 143-149 WSEAS Transactions on Mathematics, ISSN / E-ISSN: 1109-2769 / 2224-2880, Volume 22, 2023, Art. #18 DOI: 10.37394/23206.2023.22.18
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