Title:Parameter Estimation of Cauchy distribution with software OPEN BUGS

Author:Dr Mahmood Alam Khan 1Maharashtra College , Mumbai, Maharashtra, khan_mahmood104@yahoo.co.in

Keywords:Cauchy distribution, MCMC method, parameter estimation, informative set of priors, maximum likelihood estimation, Bayes estimation, Open Bugs etc.

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Abstract:The Cauchy distribution is very useful in survival analysis since it has a no monotonic hazard function (Bennett, 1983). The shape of this distribution is very similar to that of the log-normal, but has a more tractable form than that of the log-normal which makes it more convenient than the normal distribution In this Paper, the Markov chain Monte Carlo (MCMC) method is used to estimate the parameters of Cauchy distribution based on a complete sample. A procedure is developed to obtain Bayes estimates of the parameters of the Cauchy distribution using Markov Chain Monte Carlo (MCMC) simulation method in Open BUGS. A module drice( ) and p Cauchy( ) is written in component Pascal, enables to perform full Bayesian analysis of d Cauchy( ) and p Cauchy( ) model into OpenBUGS and SoftreliaR package in the R for study the statistical properties of the model and to estimates the parameters of model for used data set.

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