Large sample theory of the Langevin distribution |
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Authors: | Geoffrey S Watson |
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Institution: | Department of Statistics, Princeton University, Princeton, NJ 08544, USA |
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Abstract: | The Langevin (or von Mises-Fisher) distribution of random vector x on the unit sphere ωq in q 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. |
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Keywords: | Primary 62H15 Secondary 62E20 Directional data von Mises-Fisher distribution Estimation Hypothesis tests Non–central chi–square distribution |
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