Let X1,., Xn be a sample from a population with double exponential pdf f(x|) = 1/2e-|x-|, -

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Let X1,., Xn be a sample from a population with double exponential pdf
f(x|θ) = 1/2e-|x-θ|, - ∞ < x < ∞, - ∞ < θ < ∞
Find the MLE of θ.

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:24 AM

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Let X1,., Xn be a sample from a population with double exponential pdf f(x|) = 1/2e-|x-|, -

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so the MLE minimizes i x i i x i where x 1 x n are the order statistics For x j x j1 Th...View the full answer

Statistical Inference

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