Re: Cauchy PDF + Parameter Estimate

2002-02-26 Thread Herman Rubin
In article [EMAIL PROTECTED], Glen Barnett [EMAIL PROTECTED] wrote: Herman Rubin wrote: In article a5daqb$72k$[EMAIL PROTECTED], Chia C Chong [EMAIL PROTECTED] wrote: Hi! Does anyone come across some Matlab code to estimate the parameters for the Cauchy PDF?? Or some other sources about

Re: Cauchy PDF + Parameter Estimate

2002-02-25 Thread Duncan Murdoch
On 25 Feb 2002 07:56:56 -0800, [EMAIL PROTECTED] (kjetil halvorsen) wrote: It isstraightforward tlo write down the loglikelihood, and then whatever optimization routine (there must be one in Matlab) will help you! Just be careful when searching, because Cauchy likelihoods are frequently

Re: Cauchy PDF + Parameter Estimate

2002-02-25 Thread Glen Barnett
Herman Rubin wrote: In article a5daqb$72k$[EMAIL PROTECTED], Chia C Chong [EMAIL PROTECTED] wrote: Hi! Does anyone come across some Matlab code to estimate the parameters for the Cauchy PDF?? Or some other sources about the method to estimate their parameters?? What is so difficult