An Alternative Method for Estimating the Parameters of Log-Cauchy Distribution

Author:

A. Amleh Mohammad1,Al-Natoor Ahmad2,Abughazaleh Baha’2

Affiliation:

1. Department of Mathematics, Faculty of Science, Zarqa University, Zarqa, JORDAN

2. Department of Mathematics, Faculty of Science, Isra University, Amman, JORDAN

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.

Publisher

World Scientific and Engineering Academy and Society (WSEAS)

Subject

General Mathematics

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