Question: In the linear model y = X???? + ????, suppose ????i has the Laplace density, f(????) = (12b) exp(|????|b). Show that the ML estimate minimizes

In the linear model y = X???? + ????, suppose ????i has the Laplace density, f(????) =

(1∕2b) exp(−|????|∕b). Show that the ML estimate minimizes ∑

i |yi − ????i|.

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