On the estimation of the parameters of the von mises distribution |
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Authors: | S Abeyasekera D Collett |
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Institution: | 1. Statistical Unit , University of Colombo , Sri Lanka;2. Department of Applied Statistics , University of Reading , Reading, U.K |
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Abstract: | The usual maximum likelihood estimators of the parameters of the von Mises distribution are shown to perform badly in small samples. In view of this and the fact that these estimators require a large amount of computation, alternative, simpler estimators are proposed. It is shown that these estimators are at least comparable to the traditional estimators and are, in many cases, superior to them. We also apply the procedure of jackknifing to the maximum likelihood estimator of the concentration parameter of the von Mises distribution and compare the properties of the jackknifed estimator with the other estimators considered in this paper. |
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Keywords: | angular data parameter estimation jackknifing |
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