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CauchyOptionsMaximumLikelihood Property

Gets or sets a value indicating whether the distribution parameters should be estimated using maximum likelihood. Default is true.

Namespace:  Accord.Statistics.Distributions.Fitting
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
public bool MaximumLikelihood { get; set; }
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Property Value

Type: Boolean
true if the parameters should be estimated by ML; otherwise, false.
The Cauchy distribution parameters can be estimated in many ways. One approach is to use order statistics to derive approximations to the location and scale parameters by analysis the interquartile range of the data. The other approach is to use Maximum Likelihood to estimate the parameters. The MLE does not exists in simple algebraic form, so it has to be estimated using numeric optimization.
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