What is the log-likelihood for the Cauchy distribution when it is maximized?
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For the normal distribution and e.g. for the continous uniform distribution MLE is easy to perform in all details, but MLE is a hard job for the Cauchy distribution. For the normal distribution we know the maximized log-likelihood is Lmax = -n/2*(ln(2*Pi*sigma * sigma)+1), but what is it for the Cauchy (as function of the scale parameter)?
maximum-likelihood
asked Jan 15 at 10:00
user32038user32038
184
$endgroup$
add a comment |
$begingroup$
For the normal distribution and e.g. for the continous uniform distribution MLE is easy to perform in all details, but MLE is a hard job for the Cauchy distribution. For the normal distribution we know the maximized log-likelihood is Lmax = -n/2*(ln(2*Pi*sigma * sigma)+1), but what is it for the Cauchy (as function of the scale parameter)?
maximum-likelihood
asked Jan 15 at 10:00
user32038user32038
184
$endgroup$
add a comment |
$begingroup$
For the normal distribution and e.g. for the continous uniform distribution MLE is easy to perform in all details, but MLE is a hard job for the Cauchy distribution. For the normal distribution we know the maximized log-likelihood is Lmax = -n/2*(ln(2*Pi*sigma * sigma)+1), but what is it for the Cauchy (as function of the scale parameter)?
maximum-likelihood
asked Jan 15 at 10:00
user32038user32038
184
$endgroup$
For the normal distribution and e.g. for the continous uniform distribution MLE is easy to perform in all details, but MLE is a hard job for the Cauchy distribution. For the normal distribution we know the maximized log-likelihood is Lmax = -n/2*(ln(2*Pi*sigma * sigma)+1), but what is it for the Cauchy (as function of the scale parameter)?
maximum-likelihood
maximum-likelihood
asked Jan 15 at 10:00
user32038user32038
184
asked Jan 15 at 10:00
user32038user32038
184
asked Jan 15 at 10:00
user32038user32038
184
asked Jan 15 at 10:00
user32038user32038
184
asked Jan 15 at 10:00
user32038user32038
184
184
add a comment |
add a comment |
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