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How to calculate coverage probability in R for the cauchy distribution?

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$begingroup$

I know that the coverage probability is $P(|hat{theta}-theta|leqepsilon)$. My task is to compare estimators of the Cauchy distribution for the location $theta$. I've plotted the estimators and calculated their MSE. The estimators include the sample, median, and MLE. I am just stuck on how I would use R to evaluate the coverage probability for these estimators, say for $epsilon=0.1$.

Thanks

probability

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asked Mar 18 at 20:51

user655516user655516

11

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer.
  $endgroup$
  – dantopa
  Mar 18 at 20:58
  

  
  
  
  


• 
  
  
  

  
  1
  

  
  
  
  
  
  

  
  $begingroup$
  This and your other questions might be better suited to stats.stackexchange.com. There is a specific tag for R there.
  $endgroup$
  – StubbornAtom
  Mar 19 at 18:18
  
  
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  thanks a lot @StubbornAtom
  $endgroup$
  – user655516
  Mar 19 at 20:57
  
  
  

  
  
  
  

add a comment | 

0

$begingroup$

I know that the coverage probability is $P(|hat{theta}-theta|leqepsilon)$. My task is to compare estimators of the Cauchy distribution for the location $theta$. I've plotted the estimators and calculated their MSE. The estimators include the sample, median, and MLE. I am just stuck on how I would use R to evaluate the coverage probability for these estimators, say for $epsilon=0.1$.

Thanks

probability

share|cite|improve this question

asked Mar 18 at 20:51

user655516user655516

11

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer.
  $endgroup$
  – dantopa
  Mar 18 at 20:58
  

  
  
  
  


• 
  
  
  

  
  1
  

  
  
  
  
  
  

  
  $begingroup$
  This and your other questions might be better suited to stats.stackexchange.com. There is a specific tag for R there.
  $endgroup$
  – StubbornAtom
  Mar 19 at 18:18
  
  
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  thanks a lot @StubbornAtom
  $endgroup$
  – user655516
  Mar 19 at 20:57
  
  
  

  
  
  
  

add a comment | 

$begingroup$

I know that the coverage probability is $P(|hat{theta}-theta|leqepsilon)$. My task is to compare estimators of the Cauchy distribution for the location $theta$. I've plotted the estimators and calculated their MSE. The estimators include the sample, median, and MLE. I am just stuck on how I would use R to evaluate the coverage probability for these estimators, say for $epsilon=0.1$.

Thanks

probability

share|cite|improve this question

asked Mar 18 at 20:51

user655516user655516

11

$endgroup$

share|cite|improve this question

asked Mar 18 at 20:51

user655516user655516

11

share|cite|improve this question

asked Mar 18 at 20:51

user655516user655516

11

asked Mar 18 at 20:51

user655516user655516

11

asked Mar 18 at 20:51

user655516user655516

11