The exact confidence interval for the scale parameter and the mvue of the laplace distribution |
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| Authors: | Badiollah R Asrabadi |
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| Institution: | Department of Mathematics , Nichollas State university , Thibodaux, Louisiana, 70310 |
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| Abstract: | The exact distribution of the sample median, and of the maximum likelihood estimator of the scale parameter of the Laplace distribution is derived. Tables of Teans, variances and the distribution functions of the corresponding dislributions are evaluacted. Exact ,solutions to the problem of confidence interval and hypothesrs testing for the scale paramrter are provided. The minimum variance unbiased estimator (MVUE) of the p.d.f. of the Laplace distribution when the location parameter is known is also given. |
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| Keywords: | maximum likelihood estimator minimum variance unbiased estimator distributions of the maximum likelihood estimators |
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