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Science Forum Index » Statistics - Math Forum » average of n iid cauchy rv is cauchy
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| quebecstat |
 Posted: Sat Jan 20, 2007 6:33 pm |
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I would need to look at the proof that the average of a series of iid cauchy(u) random variables is cauchy(u)
Could anybody give me a pointer to this proof?
Your help is much appreciated |
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| Stephen J. Herschkorn |
| Posted: Sun Jan 21, 2007 2:18 am |
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quebecstat wrote:
Quote: I would need to look at the proof that the average of a series of iid cauchy(u) random variables is cauchy(u)
Could anybody give me a pointer to this proof?
Use characteristic functions. Or convolution and induction.
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Stephen J. Herschkorn sjherschko@netscape.net
Math Tutor on the Internet and in Central New Jersey and Manhattan |
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| Guest |
| Posted: Tue Jan 23, 2007 5:23 am |
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quebecstat wrote:
Quote: I would need to look at the proof that the average of a series of iid cauchy(u) random variables is cauchy(u)
Could anybody give me a pointer to this proof?
Your help is much appreciated
You need to show that the Cauchy is one of the Stable Distributions
(search on the net). The property you require is fundamental for
these.
john |
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