• Title of article

    Exact likelihood inference for Laplace distribution based on Type-II censored samples

  • Author/Authors

    Iliopoulos، نويسنده , , G. and Balakrishnan، نويسنده , , N.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2011
  • Pages
    16
  • From page
    1224
  • To page
    1239
  • 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 mixtures of linear combinations and of ratios of linear combinations of standard exponential random variables, which facilitates the computation of quantiles of these pivotal quantities. Tables of quantiles are presented for the complete sample case.
  • Keywords
    Exact inference , Laplace (double exponential) distribution , Maximum likelihood estimators , Type-II Censoring , Mixtures , Linear combinations of exponential order statistics , Pivotal quantities
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2011
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    2221240