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A modified likelihood ratio test for the mean direction in the von mises distribution
Authors:Eiji Yamamoto  Takemi Yanagimoto
Affiliation:1. Department of Applied Mathematics , Okayama University of Science , Okayama, 700, JAPAN;2. Institute of Statistical Mathematics , Minato-ku, Tokyo, 106, JAPAN
Abstract:
The likelihood ratio test (LRT) for the mean direction in the von Mises distribution is modified for possessing a common asymptotic distribution both for large sample size and for large concentration parameter. The test statistic of the modified LRT is compared with the F distribution but not with the chi-square distribution usually employed, Good performances of the modified LRT are shown by analytical studies and Monte Carlo simulation studies, A notable advantage of the test is that it takes part in the unified likelihood inference procedures including both the marginal MLE and the marginal LRT for the concentration parameter.
Keywords:conditional likelihood  concentration parameter  factorization of the density  marginal maximum likelihood estimator
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