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Q104Section III (Statistics)104 of 145

For the Cauchy, the median is asymptotically normal and the mean is not even consistent

Let X1,X2,…,XnX_1,X_2,\dots,X_n be a random sample of size nn observed from Cauchy distribution with location parameter θ\theta. Define T1=T_1= sample mean and T2=T_2= sample median. Then:

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