The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos (Q2156015)

Imitating the standard Cauchy distribution, the author introduces the discrete Cauchy distribution with probability mass distribution \[ \frac{1}{\pi_0}\,\frac{1}{1+k^2}\quad k\in\mathbb{Z}\, \] and poses the two questions of determining the value of \(\pi_0\) and of finding the characteristic function of the above distribution. After answering these questions, he studies the Cauchy-Cacoullos discrete distribution \[ f_{\lambda}(k)=\frac{\tanh(\lambda\,\pi)}{\pi}\,\frac{\lambda}{\lambda^2+k^2}\quad k\in\mathbb{Z},\ \lambda>0\,. \] He then finds its characteristic function, determines the minimal sufficient statistics for a sample, the Fisher information, the maximum likelihood estimator (MLE) for \(\lambda\) and establishes the consistency and the asymptotical efficiency of the MLE.