首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Large sample theory of the Langevin distribution
Authors:Geoffrey S Watson
Institution:Department of Statistics, Princeton University, Princeton, NJ 08544, USA
Abstract:The Langevin (or von Mises-Fisher) distribution of random vector x on the unit sphere ωq in Rq has a density proportional to exp κμ'x where μ'x is the scalar product of x with the unit modal vector μ and κ?0 is a concentration parameter. This paper studies estimation and tests for a wide variety of situations when the sample sizes are large. Geometrically simple test statistics are given for many sample problems even when the populations may have unequal concentration parameters.
Keywords:Primary 62H15  Secondary 62E20  Directional data  von Mises-Fisher distribution  Estimation  Hypothesis tests  Non–central chi–square distribution
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号