Using simulation to build a better model for generation observations of laplace distribution and determine the optimal method of estimation

Abstract EN

Laplace distribution is a continuous statistical distribution belong to theexponential family which has multiple applications in many aspects like economiclife, engineering, medical.

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, moreover it has various relationships with otherdistributions, Exponential, Normal, Pareto, both as standard Lap (0, 1) or asgeneral Lap (μ, β), and we used this relationship is to generate random sample ofdistribution observations.

In addition, we used different methods for estimatingthe distribution parameters in order to determine the optimal model under severaleffects (methods of appreciation, sample size, and the relationship between theparameters.

It has been relying on simulation experiments to determine the bestmodel to generate observations and over (77% ) in all cases, the method (MLE)represents over (72% ) compared with the other methods.