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BibTeX entry
@Article{Vrbik:2011:SDM,
author = "Jan Vrbik",
title = "Sampling Distribution of {ML} Estimators: {Cauchy}
Example",
journal = j-MATHEMATICA-J,
volume = "13",
number = "??",
pages = "??--??",
month = "????",
year = "2011",
CODEN = "????",
ISSN = "1047-5974 (print), 1097-1610 (electronic)",
bibdate = "Sat Mar 15 08:18:42 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/mathematicaj.bib",
URL = "http://www.mathematica-journal.com/2011/12/sampling-distribution-of-ml-estimators-cauchy-example/",
abstract = "We show how to use the Edgeworth series to construct
an accurate approximation to the sampling distribution
of the maximum likelihood estimator of a parameter of a
Cauchy distribution. We then demonstrate the accuracy
of this approximation, valid even for relatively small
samples.",
acknowledgement = ack-nhfb,
journal-URL = "http://www.mathematica-journal.com/",
}
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