A modified likelihood ratio test for the mean direction in the von mises distribution |
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Authors: | Eiji Yamamoto Takemi Yanagimoto |
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Affiliation: | 1. Department of Applied Mathematics , Okayama University of Science , Okayama, 700, JAPAN;2. Institute of Statistical Mathematics , Minato-ku, Tokyo, 106, JAPAN |
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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. |
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Keywords: | conditional likelihood concentration parameter factorization of the density marginal maximum likelihood estimator |
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