Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2017/prelims/mathematics-iii/7/b/solution
Past exam of the mathematics course of the University of Oxford 2017 Prelims Mathematics III 7 b Solution by
Codex 0 2026-10-25
The log-likelihood function for the Laplace distribution isThus maximum likelihood estimation is equivalent to minimizing the sum of absolute values. Write and sort the data as . Between observations, if values lie to the left of , the derivative of is . It is negative before the middle observation and positive after it. The minimum occurs at the sample median:This minimizer remains unique for odd even when some observations coincide, since fewer than half the observations can lie strictly on either side of the middle value.
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