Problem 1. The Cauchy distribution with scale 1 has following
density function
f(x) = 1 / π [1 + (x − η)^2 ] , −∞ < x < ∞.
Here η is the location and rate parameter. The goal is to find the
maximum likelihood estimator of η.
(a) Find the log-likelihood function of f(x)
l(η; x1, x2, ..., xn) = log L(η; x1, x2, ..., xn) =
(b) Find the first derivative of the log-likelihood function
l'(η; x1, x2, ..., xn) =
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