Distribution of the Median in Samples from the Laplace Distribution

• 作者: John Lawrence
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: QUANTILE GENERALIZED HYPERGEOMETRIC FUNCTION
• 年，卷（期）: 2013,（6）
• 页码范围: 422-426
• 页数: 5页
• 分类号: O1

摘要

The Laplace distribution is one of the oldest defined and studied distributions. In the one-parameter model (location parameter only), the sample median is the maximum likelihood estimator and is asymptotically efficient. Approximations for the variance of the sample median for small to moderate sample sizes have been studied, but no exact formula has been published. In this article, we provide an exact formula for the probability density function of the median and an exact formula for the variance of the median.