Journal article
Exact likelihood inference for Laplace distribution based on Type-II censored samples
Abstract
We develop exact inference for the location and scale parameters of the Laplace (double exponential) distribution based on their maximum likelihood estimators from a Type-II censored sample. Based on some pivotal quantities, exact confidence intervals and tests of hypotheses are constructed. Upon conditioning first on the number of observations that are below the population median, exact distributions of the pivotal quantities are expressed as …
Authors
Iliopoulos G; Balakrishnan N
Journal
Journal of Statistical Planning and Inference, Vol. 141, No. 3, pp. 1224–1239
Publisher
Elsevier
Publication Date
March 2011
DOI
10.1016/j.jspi.2010.09.024
ISSN
0378-3758