Let X be distributed double exponential with density f (x) 1 2 exp(jx j) for x
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Let X be distributed double exponential with density f (x) Æ 1 2 exp(¡jx ¡µj) for x 2 R.
(a) Find the log-likelihood function `n(µ).
(b) Extra challenge: Find the MLE bµ for µ. This is challenging as it is not simply solving the FOC due to the nondifferentiability of the density function.
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