Maximum likelihood estimation of Laplace parameters based on general type-II censored examples |
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| Authors: | Aaron Childs N Balakrishnan |
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| Institution: | 1. Department of Mathematics and Statistics, McMaster University, L8S 4K1, Hamilton, Ontario, Canada
2. Department of Mathematics and Statistics, McMaster University, L8S 4K1, Hamilton, Ontario, Canada
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| Abstract: | In this paper, we derive the maximum likelihood estimators of the parameters of a Laplace distribution based on general Type-II censored samples. The resulting explicit MLE's turn out to be simple linear functions of the order statistics. We then examine the asymptotic variance of the estimates by calculating the elements of the Fisher information matrix. |
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