TY - JOUR
T1 - Exact likelihood inference for Laplace distribution based on generalized hybrid censored samples
AU - Zhu, Xiaojun
AU - Balakrishnan, Narayanaswamy
N1 - Publisher Copyright:
© 2021 Taylor & Francis Group, LLC.
PY - 2024
Y1 - 2024
N2 - 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.
AB - 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.
KW - Exact inference
KW - Laplace distribution
KW - generalized Type-I hybrid censoring
KW - generalized Type-II hybrid censoring
KW - maximum likelihood estimation
UR - http://www.scopus.com/inward/record.url?scp=85121724946&partnerID=8YFLogxK
U2 - 10.1080/03610918.2021.2018458
DO - 10.1080/03610918.2021.2018458
M3 - Article
AN - SCOPUS:85121724946
SN - 0361-0918
VL - 53
SP - 259
EP - 272
JO - Communications in Statistics: Simulation and Computation
JF - Communications in Statistics: Simulation and Computation
IS - 1
ER -