Distribution of the Median in Samples from the Laplace Distribution

The Laplace distribution is one of the oldest defined and studied distributions. In the one-parameter model (location parameter only), the sample median is the maximum likelihood estimator and is asymptotically efficient. Approximations for the variance of the sample median for small to moderate sample sizes have been studied, but no exact formula has been published. In this article, we provide an exact formula for the probability density function of the median and an exact formula for the variance of the median.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

J. Lawrence, "Distribution of the Median in Samples from the Laplace Distribution," Open Journal of Statistics, Vol. 3 No. 6, 2013, pp. 422-426. doi: 10.4236/ojs.2013.36050.

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