Sampling Properties of the Median of a Laplace Distribution
作者:
KarstOtto J.,
PolowyHenry,
期刊:
The American Mathematical Monthly
(Taylor Available online 1963)
卷期:
Volume 70,
issue 6
页码: 628-636
ISSN:0002-9890
年代: 1963
DOI:10.1080/00029890.1963.11992078
出版商: Taylor&Francis
数据来源: Taylor
摘要:
SummaryThe distribution functions of the maximum-likelihood estimators of the parametersμandλof the Laplace distribution have been obtained. The distribution ofμis seen to be a superposition of a set of Laplace distributions. The distribution ofλin the case in whichμandλare assumed to be known is a Gamma distribution and, in the case in which onlyλis known, is a superposition of Gamma distributions.
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