摘要

The generalized Gaussian distribution with location parameter , scale parameter sigma, and shape parameter p contains the Laplace, normal, and uniform distributions as particular cases for p = 1, 2, +, respectively. Derivations of the true maximum-likelihood estimators of and sigma for these special cases are popular exercises in many university courses. Here, we show how the true maximum-likelihood estimators of and sigma can be derived for p = 3, 4, 5. The derivations involve solving of quadratic, cubic, and quartic equations.

  • 出版日期2017