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Exact likelihood-based point and interval...
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