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Abstract Details
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Activity Number:
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42
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Type:
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Contributed
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Date/Time:
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Sunday, July 31, 2011 : 2:00 PM to 3:50 PM
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Sponsor:
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Section for Statistical Programmers and Analysts
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| Abstract - #302547 |
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Title:
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Regression with Cauchy Errors
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Author(s):
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Deepak Sanjel*+
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Companies:
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Minnesota State University
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Address:
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273 Wissink Hall, Mankato, MN, 56001,
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Keywords:
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Cauchy distribution ;
Linear Regression ;
MCMC
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Abstract:
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We present the method of estimating a linear regression equation with Cauchy error distribution using the Markov Chain Monte Carlo (MCMC) random walk algorithm to find the confidence intervals for the parameters and compare this with the maximum likelihood estimate (MLE) method and the minimizing the sum of absolute errors (MSAE) methods.
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