Maximum likelihood estimation of Laplace parameters based on general type-II censored examples

被引:0
|
作者
Aaron Childs
N. Balakrishnan
机构
[1] McMaster University,Department of Mathematics and Statistics
[2] McMaster University,Department of Mathematics and Statistics
来源
Statistical Papers | 1997年 / 38卷
关键词
Order statistics; Laplace distribution; Type-II censoring; Maximum likelihood estimators; Fisher information;
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学科分类号
摘要
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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页码:343 / 349
页数:6
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