Maximum Likelihood Estimation of Laplace Parameters Based on Type-II Censored Samples

In this paper, we derive the maximum likelihood estimators (MLE’s) of the parameters of a Laplace distribution based on Type-II censored samples. Symmetric censoring and one-sided censoring are considered. The resulting explicit MLE’s turn out to be linear functions of the order statistics. In addition, for the symmetrically censored case, they are jointly slightly more efficient (in case of small samples) than the best linear unbiased estimators tabulated by Govindarajulu (1966).