Interval Estimation for the Two-parameter Double Exponential Distribution

Abstract

Confidence intervals based on the maximum likelihood estimators are given for the location and scale parameters of the Double Exponential distribution. These intervals are obtained by determining the distribution of the pivotal quantities ( – θ)/ and /σ. Exact distributions are determined for n = 3 and n = .5, and approximate distributions are provided for larger n. The asymptotic distributions are also given and the accluacy of these approximations are investigated. The powers of the associated tests of hypotheses are given and tolerance limits for the population are also provided. Some possible applications are indicated.