Jyupiter
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So I've apparently been given an assignment on Cauchy functions (it says here on the title), but I have no idea what that means. Nevertheless, here's my attempt to solve this problem:
Given (1):
f(x)=\frac{k}{\pi}\times\frac{1}{k^{2}+(x-\beta)^{2}}
and (2):
\hat{\beta}_{k}=arg\ max_{\beta} (\frac{k}{\pi})^{N}\ \prod^{N}_{i=1}\frac{1}{k^{2}+(x_{i}-\beta)^{2}}
Describe the effect of k on (2) corresponding to (1) as shown here:http://img854.imageshack.us/img854/2724/graphjz.th.jpg . The function in (2) can be read as the values of β that would maximize the function in (1) or argument that would maximize (1).
I'm assuming that the question implies N=1 and hence k=1 for (2), and what arg\ max means here is crudely what \beta value would achieve the maximum point of the function. I'm convinced that \hat{\beta}_{k} is somehow related to {arg\ min}_{\beta} \sum^{N}_{i=1} |\beta-x_{i}| hence x_{i}\approx\hat{\beta}_{k}, since |\frac{1}{a}|<|\frac{1}{b}| iff |a|>|b| for all a,b\in\mathbb{R} and a,b\not =0; and that |a|<|a|+|b| for all a,b\in\mathbb{R} and b\not =0\ \Rightarrow\ b\rightarrow 0.
Here's where I'm stuck, I don't see how k could affect \hat{\beta}_{k}, unless \hat{\beta}_{k} is affected by the maximum point of the function. So how is the maximum point related to \hat{\beta}_{k}?
EDIT: Added the complete question and changed (2). There's a typo in the equation. Sorry for not doing it earlier.
Given (1):
f(x)=\frac{k}{\pi}\times\frac{1}{k^{2}+(x-\beta)^{2}}
and (2):
\hat{\beta}_{k}=arg\ max_{\beta} (\frac{k}{\pi})^{N}\ \prod^{N}_{i=1}\frac{1}{k^{2}+(x_{i}-\beta)^{2}}
Describe the effect of k on (2) corresponding to (1) as shown here:http://img854.imageshack.us/img854/2724/graphjz.th.jpg . The function in (2) can be read as the values of β that would maximize the function in (1) or argument that would maximize (1).
I'm assuming that the question implies N=1 and hence k=1 for (2), and what arg\ max means here is crudely what \beta value would achieve the maximum point of the function. I'm convinced that \hat{\beta}_{k} is somehow related to {arg\ min}_{\beta} \sum^{N}_{i=1} |\beta-x_{i}| hence x_{i}\approx\hat{\beta}_{k}, since |\frac{1}{a}|<|\frac{1}{b}| iff |a|>|b| for all a,b\in\mathbb{R} and a,b\not =0; and that |a|<|a|+|b| for all a,b\in\mathbb{R} and b\not =0\ \Rightarrow\ b\rightarrow 0.
Here's where I'm stuck, I don't see how k could affect \hat{\beta}_{k}, unless \hat{\beta}_{k} is affected by the maximum point of the function. So how is the maximum point related to \hat{\beta}_{k}?
EDIT: Added the complete question and changed (2). There's a typo in the equation. Sorry for not doing it earlier.
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