caa a22 4500 477092144 CHVBK 20180405111518.0 cr unu---uuuuu 170330e19960401xx s 000 0 eng 10.1007/BF02589580 doi (NATIONALLICENCE)springer-10.1007/BF02589580 Moments of the poly-Cauchy density with applications in estimation [Elektronische Daten] [Guorui Bian, James Dickey] Summary: Simple mathematical formulae for the mean and variance of a poly-Cauchy density (proportional to a product of two Cauchy densities) are derived here and then applied to obtain Bayesian estimators for the mean of a normal population and the difference between means of two normal populations. The proposed estimators are arguably superior to the traditional estimators and to the usual Bayesian estimators, and may be highly robust. Società Italiana di Statistica, 1996 Independent prior nationallicence Normal populations nationallicence Poly-Cauchy distribution nationallicence Poly-t distribution nationallicence Posterior mean nationallicence Bian Guorui Department of Economics and Statistics, National University of Singapore, 10 Kent Ridge Crescent, 119260, Singapore aut Dickey James School of Statistics, University of Minnesota, Minnesota, USA aut Journal of the Italian Statistical Society Springer-Verlag 5/1(1996-04-01), 1-11 1121-9130 5:1<1 1996 5 10260 https://doi.org/10.1007/BF02589580 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF02589580 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Bian Guorui Department of Economics and Statistics, National University of Singapore, 10 Kent Ridge Crescent, 119260, Singapore aut NATIONALLICENCE 700 1- Dickey James School of Statistics, University of Minnesota, Minnesota, USA aut NATIONALLICENCE 773 0- Journal of the Italian Statistical Society Springer-Verlag 5/1(1996-04-01), 1-11 1121-9130 5:1<1 1996 5 10260 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer