Thanks for the reply statdad, you are correct but x is known and is a data set, what we are looking is m and s, for instance:
\sum \frac{1}{10+(x-m)^2}, -\sum \frac{-2(x-m)}{(10+(x-m)^2)^2}
The first - comes from the formula of fraction differentiation and the second minus from...
Hi guys,
I would like to ask you where you spot the mistake in the derivatives of the loglikelihood function of the cauchy distribution, as I am breaking my head :( I apply this to a Newton optimization procedure and got correct m, but wrong scale parameter s. Thanks!
LLF =...