ON SOME DIFFICULTIES IN THE MAXIMUM LIKELIHOOD ESTIMATION

A. Dobrogowski

Abstract

Two-parameters double exponential distribution is presented. Maximum likelihood method is applied to estimate the parameters of the distribution. It seems that the maximum likelihood estimates of the double exponential distribution exist only for rather specific collections of data.

Keywords: double exponential distribution, maximum likelihood estimation
Download: IMEKO-WC-2000-EVL-P535.pdf
DOI: -

Event details

Event: XVI IMEKO World Congress
Place: Vienna, AUSTRIA
Time: 25 September 2000 - 28 September 2000

Back to the proceedings