研究了Laplace分布位置与尺度参数的估计,首先利用截面似然法获得参数的MLE;然后根据Pitman积分,在其中一个参数固定的情形下,可求得另一个参数的MREE;再通过构造完备充分统计量得到参数的UMVUE.在此基础上导出参数估计的枢轴量及其置信区间,最后用随机数来模拟几种估计的精度.
Estimate the location and scale parameters in Laplace distribution, finally, obtain the MLE of parameters by section liklihood method; secondly, fixed one parameter and get the MRRE of another parameter basied on the pitman integral formula; the next lonstrat lomplete safficient statistic to obtain the UMVUE of parament. On this basis find out the pivot weight of parameters and confidence intervals. Finally, by using random numbers to simulate the the several estimation accuracy.