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Tagged with laplace-distribution confidence-interval
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Bonferroni confidence region for shifted Laplace parameters
Consider the shifted Laplace distribution with the density:
$$f(y)=\frac{\theta}{2}e^{-\theta|y-\mu|}\quad, \quad y\in \mathbb R$$
Using the Bonferroni method, construct a $100(1-\alpha)\%$ ...
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How can I get confidence interval from Laplace distribution in python?
I have a dataset and I checked that fits a Laplace distribution. I want to get different confidence intervals from it.
I know that in a normal distribution, the confidence interval of 68% is mean + ...
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How can I compare 2 means that are Laplace distributed?
I want to compare 2 sample means for 1-minute-stock returns. I assume they are Laplace distributed (already checked) and I split the returns into 2 groups. How can I check whether they are ...
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