In this case study, we would like to illustrate the utility of characteristic functions, using an example of a sample statistic defined for samples from Cauchy distribution. The derivation of the corresponding asympto...In this case study, we would like to illustrate the utility of characteristic functions, using an example of a sample statistic defined for samples from Cauchy distribution. The derivation of the corresponding asymptotic probability density function is based on [1], elaborating and expanding the individual steps of their presentation, and including a small extension;our reason for such a plagiarism is to make the technique, its mathematical tools and ingenious arguments available to the widest possible audience.展开更多
文摘In this case study, we would like to illustrate the utility of characteristic functions, using an example of a sample statistic defined for samples from Cauchy distribution. The derivation of the corresponding asymptotic probability density function is based on [1], elaborating and expanding the individual steps of their presentation, and including a small extension;our reason for such a plagiarism is to make the technique, its mathematical tools and ingenious arguments available to the widest possible audience.
