Journal article
Exact likelihood-based point and interval estimation for Laplace distribution based on Type-II right censored samples
Abstract
In this paper, we first present explicit expressions for the maximum likelihood estimators (MLEs) of the location and scale parameters of the Laplace distribution based on a Type-II right censored sample under different cases. Next, we derive the joint moment generating function of the MLEs of the two parameters and use it to obtain the bias and mean squared error of the MLEs for all the cases. We then derive the exact density functions of the …
Authors
Balakrishnan N; Zhu X
Journal
Journal of Statistical Computation and Simulation, Vol. 86, No. 1, pp. 29–54
Publisher
Taylor & Francis
Publication Date
January 2, 2016
DOI
10.1080/00949655.2014.993637
ISSN
0094-9655