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Communications in Statistics - Theory and Methods Volume 30, 2001 - Issue 8-9
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Original Articles

MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF THE TRUNCATED CAUCHY DISTRIBUTION

Ram C. Dahiya Department of Mathematics and Statistics, Old Dominion University, Norfolk, VA, 23529, U.S.A.
,
Paul G. Staneski Warbug Dillon Read, Inc., 677 Washington Boulevard, Stamford, CT, 06901, U.S.A.
&
N. Rao Chaganty Department of Mathematics and Statistics, Old Dominion University, Norfolk, VA, 23529, U.S.A.
Pages 1737-1750 | Published online: 20 Aug 2006

REFERENCES

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  • Hegde , L. M. and Dahiya , R. C. 1989 . Estimation of the Parameters of a Truncated Gamma Distribution . Comm. Stat. Theory Methods , 18 : 561 – 577 .
  • Mittal , M. M. and Dahiya , R. C. 1989 . Estimating the Parameters of a Truncated Weibull Distribution . Comm. in Stat. Theory and Methods , 18 : 2027 – 2042 .
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  • Robson , D. S. and Whitlock , J. H. 1964 . Estimation of truncation point . Biometrika , 51 : 33 – 39 .
  • David , H. A. 1981 . Order Statistics , 2nd ed. New York : Wiley-Interscience .
  • Lehmann , E. L. 1983 . Theory of Point Estimation New York : Wiley and Sons .
  • Mitrinović , D. S. 1970 . Analytic Inequalities New York : Springer-Verlag .
  • Marshall , A. W. and Olkin , I. 1979 . Inequalities: Theory of Majorization and Its Applications New York : Academic Press .
  • Staneski , P. G. 1990 . “ The truncated Cauchy distribution, estimation of parameters and application to stock returns ” . In Unpublished PhD dissertation, Dept. of Math. and Stat. Norfolk, VA : Old Dominion University .

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