(b) Show that if the data are iid with the Laplace (double exponential) distribution, f ( yi...

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(b) Show that if the data are iid with the Laplace (double exponential)

distribution, f ( yi ∣ ????) = 0.5exp(−||

yi − ????(xi)||

), where ????(xi) = ????0 +????1xi1 +⋯+????pxip, thenML estimates of ????0,…, ????p are obtained by minimizing the sum of absolute deviations of the y values from their expected values.

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Statistical Analysis With Missing Data

ISBN: 9780470526798

3rd Edition

Authors: Roderick J. A. Little, Donald B. Rubin

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Question Posted: Nov 02, 2024 06:01 AM

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(b) Show that if the data are iid with the Laplace (double exponential) distribution, f ( yi...

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Statistical Analysis With Missing Data

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