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

被引：19

作者：

Iliopoulos, G. ^{[1
]}

Balakrishnan, N. ^{[2
]}

机构：

[1] Univ Piraeus, Dept Stat & Insurance Sci, Piraeus 18534, Greece

[2] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 03期

关键词：

Laplace (double exponential) distribution; Exact inference; Maximum likelihood estimators; Type-II censoring; Mixtures; Pivotal quantities; Linear combinations of exponential order statistics; DOUBLE EXPONENTIAL-DISTRIBUTION; CONFIDENCE-INTERVALS; LINEAR-COMBINATIONS; PARAMETERS;

D O I：

10.1016/j.jspi.2010.09.024

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：1224 / 1239

页数：16

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