Exact inference for Laplace distribution under progressive type-II censoring based on BLUEs (Q682054)

The authors derive the exact inference for the Laplace parameters under progressive type-II censoring. The inference is based on the best linear unbiased estimators (BLUEs) of the parameters of the Laplace distribution. First, the authors consider a linear combination of standard Laplace progressively type-II censored order statistics and derive its moment generating function. Then, the obtained moment generating function is used to obtain the exact density function of the considered linear combination which is finally used for a derivation of the confidence intervals for location and scale parameters of the Laplace distribution. Beside these results, the exact density of the BLUEs-based quantile estimator is derived and its exact distribution and confidence intervals for the population quantile are given. At the end, some Monte Carlo simulations are given for an evaluation of the introduced inferences, and some illustrative examples are presented.