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
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