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Q56Section ST (Statistics (Q11–Q65))56 of 65

MLE for a Laplace location

Let X1,X2,…,XnX_1, X_2, \dots, X_n (n≥2n \ge 2) be a random sample from the following probability density function f(x)=12e−∣x−μ∣f(x) = \frac12 e^{-|x - \mu|}, −∞<x<∞-\infty < x < \infty, where μ∈(−∞,∞)\mu \in (-\infty, \infty) is an unknown parameter. Let Xˉ=1n∑i=1nXi\bar{X} = \frac{1}{n} \sum_{i=1}^n X_i and μ^\hat{\mu} denote the maximum likelihood estimator of μ\mu, whenever it exists. Then which of the following statements is/are correct?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Options

Select every correct option, then submit.