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Zhu, Xiaojun; Balakrishnan, Narayanaswamy

Exact likelihood inference for Laplace distribution based on generalized hybrid censored samples. (English) Zbl 07854491

Commun. Stat., Simulation Comput. 53, No. 1, 259-272 (2024).
Summary: In this paper, we first develop exact likelihood inference for Laplace distribution based on a generalized Type-I hybrid censored sample (Type-I HCS). We derive explicit expressions for the maximum likelihood estimators (MLEs) of the location and scale parameters. We then derive the joint moment generating function (MGF) of the MLEs, and use it to obtain the exact distributions and moments of the MLEs. Using an analogous approach, we extend the results to a generalized Type-II hybrid censored sample (Type-II HCS) next. Finally, we present a numerical example to illustrate all the results established here.

MSC:

62-XX Statistics

Keywords:

exact inference; generalized Type-I hybrid censoring; generalized Type-II hybrid censoring; Laplace distribution; maximum likelihood estimation
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References:

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