search for: mean_estim

...the function COV.WT to estimate the estimators (location and scale) of a bivariate cauchy distribution. My doubt is about the option WT (weight), cause at the R-help shows that the weight is uniform according to the number of observations. But, checking the theory, for example, the mean is given by mean_estimator=mean(u(s)x)/mean(u(s)), where x=my data (bivariate) u(s)=(df+p/df+s), df=degree freedom, p=number parameters, s=mahalanobis distance The u(s) function is considered as a weight, in which gives more weight for the observations with a small mahalanobis distance. My question is, should I use this...