Small Sample Theory of the Langevin Distribution

DOI10.1111/J.1467-842X.1986.TB00706.XMaRDI QIDQ3756306zbMATHFDO

Authors Rouh-Jane Chou

Publication date 1986

Published in Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

modified Bessel function of the first kindasymptotic distributionasymptotic expansionsmaximum likelihood estimatesLangevin distributionlocal alternative hypothesessmall sample distributionsconcentration parametersmulti-sample casemodal vectorsone sample caseT statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Large sample theory of the Langevin distribution
• The theory of concentrated Langevin distributions
• Tests for the mean direction of the Langevin distribution with large concentration parameter
• Tests for a given linear structure of the mean direction of the Langevin distribution
• On locally optimal tests for the mean direction of the Langevin distribution

Cited in

(7)

• Large sample theory of the Langevin distribution
• Tests for a given linear structure of the mean direction of the Langevin distribution
• On tests for the mean direction of the Langevin distribution
• A modified likelihood ratio test for the mean direction in the von mises distribution
• The theory of concentrated Langevin distributions
• Tests for the mean direction of the Langevin distribution with large concentration parameter
• On the applicability of Taylor's hypothesis, including small sampling velocities

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